A Numerical Scheme for Expectations with First Hitting Time to Smooth Boundary
Crossref DOI link: https://doi.org/10.1007/s10690-019-09278-0
Published Online: 2019-06-25
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hishida, Yuji
Ishigaki, Yuta
Okumura, Toshiki http://orcid.org/0000-0001-5358-1388
Text and Data Mining valid from 2019-06-25
Version of Record valid from 2019-06-25
Article History
First Online: 25 June 2019