Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach
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Publication:6143055
DOI10.1016/j.cnsns.2023.107761arXiv2309.09287OpenAlexW4389373336MaRDI QIDQ6143055
Giuseppe Orlando, Giacomo Ascione, Michele Bufalo
Publication date: 23 January 2024
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2309.09287
Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Risk models (general) (91B05)
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