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A computational approach to first passage problems of reflected hyperexponential jump diffusion processes
Cai, Ning
;
Yang, Xuewei
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 216-229
Persistent link: https://www.econbiz.de/10012496376
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2
International reserve management : a drift-switching
reflected
jump-diffusion
model
Cai, Ning
;
Yang, Xuewei
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 409-446
Persistent link: https://www.econbiz.de/10011969150
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