"First Passage Time for Multivariate Jump-diffusion Stochastic Models With ..."

Di Zhang, Roderick V. N. Melnik (2007)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-cs-0702163
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-cs-0702163
Di Zhang, Roderick V. N. Melnik:
First Passage Time for Multivariate Jump-diffusion Stochastic Models With Applications in Finance. CoRR abs/cs/0702163 (2007)

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