An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function. - Patricia Román-Román; J. J. Serrano-Pérez; Francisco Torres-Ruiz 001 (Appl. Math. Comput., 2012)

More general problems on first-passage times for diffusion processes: A new version of the fptdApprox R package. - Patricia Román-Román; J. J. Serrano-Pérez; Francisco Torres-Ruiz 001 (Appl. Math. Comput., 2014)