"Monte-Carlo Simulations of the First Passage Time for Multivariate ..."

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-0702164
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-cs-0702164
Di Zhang, Roderick V. N. Melnik:
Monte-Carlo Simulations of the First Passage Time for Multivariate Jump-Diffusion Processes in Financial Applications. CoRR abs/cs/0702164 (2007)

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