The following pages link to (Q4459185):
Displaying 13 items.
- Recovering a distribution from its translated fractional moments (Q312121) (← links)
- Boundary noncrossings of additive Wiener fields (Q406615) (← links)
- A simple model for market booms and crashes (Q468121) (← links)
- Pricing foreign exchange options under intervention by absorption modeling (Q1627677) (← links)
- Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics (Q2031007) (← links)
- First passage probabilities of one-dimensional diffusion processes (Q2355250) (← links)
- Local time and the pricing of path-dependent options (Q2430252) (← links)
- Asymptotic behaviour of random maturity barrier options (Q2627710) (← links)
- Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
- The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach (Q3464423) (← links)
- Explicit asymptotics on first passage times of diffusion processes (Q5005031) (← links)
- Stochastic Boundary Crossing Probabilities for the Brownian Motion (Q5299567) (← links)
- Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process (Q5312842) (← links)
