Kim, J., Kim, B., & Wee, I. (2016). Iterative algorithm for the first passage time distribution in a jump–diffusion model with regime-switching, and its applications. Journal of computational and applied mathematics, 294, 177-195. https://doi.org/10.1016/j.cam.2015.08.015
Citace podle Chicago (17th ed.)Kim, Jerim, Bara Kim, a In-Suk Wee. "Iterative Algorithm for the First Passage Time Distribution in a Jump–diffusion Model with Regime-switching, and Its Applications." Journal of Computational and Applied Mathematics 294 (2016): 177-195. https://doi.org/10.1016/j.cam.2015.08.015.
Citace podle MLA (9th ed.)Kim, Jerim, et al. "Iterative Algorithm for the First Passage Time Distribution in a Jump–diffusion Model with Regime-switching, and Its Applications." Journal of Computational and Applied Mathematics, vol. 294, 2016, pp. 177-195, https://doi.org/10.1016/j.cam.2015.08.015.