Efficient Computation of First Passage Times in Kou’s Jump-diffusion Model
Crossref DOI link: https://doi.org/10.1007/s11009-016-9538-z
Published Online: 2017-01-07
Published Print: 2017-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Belkaid, Abdel
Utzet, Frederic
Funding for this research was provided by:
MINECO, SPAIN (MTM2012-33937)
Agència de Gestió d’Ajuts Universitaris i de Recerca (2014-SGR422)
License valid from 2017-01-07