Solving Stochastic Differential Equations with Jump-Diffusion Efficiently: Applications to FPT Problems in Credit Risk

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zhang, Di, Melnik, Roderick V. N.
Format:	Preprint
Published:	2007
Subjects:	Computational Engineering, Finance, and Science Numerical Analysis
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/cs/0702166