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]
@article{ChengCCS06,
title = {Analysis of an Inverse First Passage Problem from Risk Management},
author = {Lan Cheng and Xinfu Chen and John Chadam and David Saunders},
year = {2006},
doi = {10.1137/050622651},
url = {http://dx.doi.org/10.1137/050622651},
tags = {analysis},
researchr = {https://researchr.org/publication/ChengCCS06},
cites = {0},
citedby = {0},
journal = {SIAM J. Math. Analysis},
volume = {38},
number = {3},
pages = {845-873},
}