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Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest.
Zhongqin Gao
Jingmin He
Bingbing Wang
Published in:
Commun. Stat. Simul. Comput. (2020)
Keyphrases
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formal model
mathematical model
probabilistic model
computational model
risk assessment
experimental data
medical images
access control
conceptual model
neural network model
simulation model
diffusion process
risk analysis
diffusion model
financial risk