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. |
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| 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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