"An explicit representation of the transition densities of the skew ..."

David Dereudre, Sara Mazzonetto, Sylvie Roelly (2016)

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DOI: 10.1515/MCMA-2016-0100

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type: Journal Article

metadata version: 2024-10-06

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David Dereudre, Sara Mazzonetto, Sylvie Roelly:
An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers. Monte Carlo Methods Appl. 22(1): 1-23 (2016)

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