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"Efficient Estimation of First Passage Time Density Function for ..."

Amir F. Atiya, Steve A. K. Metwally (2005)

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DOI: 10.1137/S1064827502417982

access: closed

type: Journal Article

metadata version: 2021-10-14

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Amir F. Atiya, Steve A. K. Metwally:
Efficient Estimation of First Passage Time Density Function for Jump-Diffusion Processes. SIAM J. Sci. Comput. 26(5): 1760-1775 (2005)

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