Analysis of non-linear approximated value equation under multiple risk factors and stochastic intensities.

Thu, 01 Jun 2023 01:00:00 +0200

Fabio Antonelli , Raffaele D'Ambrosio , Ivan Gallo :
Analysis of non-linear approximated value equation under multiple risk factors and stochastic intensities. Comput. Math. Appl. 140: 24-32 (2023)