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"An R package for an efficient approximation of first-passage-time ..."
Patricia Román-Román, J. J. Serrano-Pérez, Francisco Torres-Ruiz (2012)
- Patricia Román-Román, J. J. Serrano-Pérez, Francisco Torres-Ruiz:
An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function. Appl. Math. Comput. 218(17): 8408-8428 (2012)
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