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A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes.

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Title: A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes.
Authors: Cai, Ning1 (AUTHOR) ningcai@ust.hk, Yang, Xuewei2 (AUTHOR) xwyang@aliyun.com
Source: INFORMS Journal on Computing. Winter2021, Vol. 33 Issue 1, p216-229. 14p.
Database: Business Source Ultimate
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  Data: A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes.
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  Data: <searchLink fieldCode="AR" term="%22Cai%2C+Ning%22">Cai, Ning</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> ningcai@ust.hk</i><br /><searchLink fieldCode="AR" term="%22Yang%2C+Xuewei%22">Yang, Xuewei</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> xwyang@aliyun.com</i>
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  Data: <searchLink fieldCode="JN" term="%22INFORMS+Journal+on+Computing%22">INFORMS Journal on Computing</searchLink>. Winter2021, Vol. 33 Issue 1, p216-229. 14p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=148514749
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        Value: 10.1287/ijoc.2020.0980
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      – Code: eng
        Text: English
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        PageCount: 14
        StartPage: 216
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      – TitleFull: A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes.
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            NameFull: Cai, Ning
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            NameFull: Yang, Xuewei
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              Text: Winter2021
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              Y: 2021
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