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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 84, 2012 - Issue 5-6: The Mark H.A. Davis festschrift: stochastics, control and finance
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Original Articles

Boundary conditions for computing densities in hybrid models via PDE methods

Pages 705-718 | Received 03 Oct 2010, Accepted 07 Jan 2012, Published online: 03 Feb 2012

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