Computer Science – Computational Engineering – Finance – and Science
Scientist
Computer Science
Computational Engineering, Finance, and Science
Scientist
Efficient estimation of default correlation for multivariate jump-diffusion processes
First Passage Time for Multivariate Jump-diffusion Stochastic Models With Applications in Finance
Monte-Carlo Simulations of the First Passage Time for Multivariate Jump-Diffusion Processes in Financial Applications
Solving Stochastic Differential Equations with Jump-Diffusion Efficiently: Applications to FPT Problems in Credit Risk
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