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The hybrid exact scheme for the simulation of first-passage times of jump-diffusions with time-dependent thresholds

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Desmettre, Sascha, Khurana, Devika, Meddah, Amira
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Statistical Mechanics Probability 37M05, 65C20, 60G05, 60H35, 92C20
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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