Pages that link to "Item:Q1707057"
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The following pages link to Efficient computation of first passage times in Kou's jump-diffusion model (Q1707057):
Displaying 6 items.
- Fast and accurate calculations for first-passage times in Wiener diffusion models (Q97063) (← links)
- Combinatorial identities derived from the Kou jump-diffusion model (Q350817) (← links)
- Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications (Q893122) (← links)
- Boundary crossing probabilities of jump diffusion processes to time-dependent boundaries (Q2176382) (← links)
- Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps (Q2671877) (← links)
- First passage times of a jump diffusion process (Q4449508) (← links)