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"Some new infinite series expansions for the first passage time densities ..."

Jiayi Xie, Zhenyu Cui, Zhimin Zhang (2022)

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DOI: 10.1016/J.AMC.2022.127251

access: closed

type: Journal Article

metadata version: 2023-11-18

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Jiayi Xie, Zhenyu Cui, Zhimin Zhang:
Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps. Appl. Math. Comput. 429: 127251 (2022)

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