Approximation of First-Passage-Time Densities for Diffusion Processes

Efficient approximation of first passage time densities for diffusion processes based on the First Passage Time Location (FPTL) function.

Reference manual

install.packages("fptdApprox")

2.5 by Juan J. Serrano-Perez, 3 years ago

Browse source code at https://github.com/cran/fptdApprox

Authors: Patricia Roman-Roman , Juan J. Serrano-Perez and Francisco Torres-Ruiz.

Documentation: PDF Manual

GPL-2 license