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An approximation for the inverse first-passage time problem

Jing-Sheng Song; Paul Zipkin
Year of publication:
2010
Authors: Song, Jing-Sheng ; Zipkin, Paul Herbert
Publisher: Durham, NC : Fuqua School of Business, Duke Univ.
Subject: Stochastischer Prozess | Stochastic process | Iteratives Verfahren | Approximation method | Theorie | Theory
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