Analysis of an Inverse First Passage Problem from Risk Management

Lan Cheng, Xinfu Chen, John Chadam, David Saunders. Analysis of an Inverse First Passage Problem from Risk Management. SIAM J. Math. Analysis, 38(3):845-873, 2006. [doi]

Authors

Lan Cheng

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Xinfu Chen

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John Chadam

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David Saunders

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