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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)

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DOI: 10.1016/J.AMC.2012.01.066

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - journals/amc/Roman-RomanST12
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  - https://dblp.org/rec/journals/amc/Roman-RomanST12
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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