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"Analysis of an Inverse First Passage Problem from Risk Management."

Lan Cheng et al. (2006)

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DOI: 10.1137/050622651

access: closed

type: Journal Article

metadata version: 2020-07-03

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  - journals/siamma/ChengCCS06
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  - https://dblp.org/rec/journals/siamma/ChengCCS06
Lan Cheng, Xinfu Chen, John Chadam, David Saunders:
Analysis of an Inverse First Passage Problem from Risk Management. SIAM J. Math. Anal. 38(3): 845-873 (2006)

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