Efficient approximation of first-passage-time densities for diffusion processes based on the First-Passage-Time Location (FPTL) function.
|Author||Patricia Romn-Romn, Juan J. Serrano-Prez and Francisco Torres-Ruiz.|
|Maintainer||Juan J. Serrano-Prez <[email protected]>|
|Package repository||View on CRAN|
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