Tools to Estimate the First Passage Time to a Convex Barrier (Q5312841)
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scientific article; zbMATH DE number 2199093
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tools to Estimate the First Passage Time to a Convex Barrier |
scientific article; zbMATH DE number 2199093 |
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Tools to Estimate the First Passage Time to a Convex Barrier (English)
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25 August 2005
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random walk to a barrier
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insurance
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finance
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sequential analysis
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overshoot over a linear barrier
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stopping time
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