A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process
| Year of publication: |
2011
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|---|---|
| Authors: | Diko, Peter ; Usábel, Miguel |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 49.2011, 1, p. 126-132
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