Pages that link to "Item:Q1901084"
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The following pages link to The hazard rate tangent approximation for boundary hitting times (Q1901084):
Displaying 7 items.
- On the generalization of the hazard rate twisting-based simulation approach (Q1702282) (← links)
- On boundary crossing probabilities for diffusion processes (Q2267542) (← links)
- American option valuation using first-passage densities (Q2871435) (← links)
- An approximation for the inverse first passage time problem (Q2996579) (← links)
- On Durbin's Series for the Density of First Passage Times (Q3094687) (← links)
- A simple approach for pricing barrier options with time-dependent parameters (Q4647247) (← links)
- Tools to Estimate the First Passage Time to a Convex Barrier (Q5312841) (← links)