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"First passage times of two-dimensional correlated processes: Analytical ..."

Laura Sacerdote, Massimiliano Tamborrino, Cristina Zucca (2016)

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DOI: 10.1016/J.CAM.2015.09.033

access: open

type: Journal Article

metadata version: 2021-02-16

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Laura Sacerdote, Massimiliano Tamborrino, Cristina Zucca:
First passage times of two-dimensional correlated processes: Analytical results for the Wiener process and a numerical method for diffusion processes. J. Comput. Appl. Math. 296: 275-292 (2016)

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