First passage times of two-correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes
作者
Laura Sacerdote, Massimiliano Tamborrino, Cristina Zucca
发表日期
2012/12/20
期刊
arXiv preprint arXiv:1212.5287
学术搜索中的文章
L Sacerdote, M Tamborrino, C Zucca - Journal of Computational and Applied Mathematics, 2016