Asymptotics for the survival probability of time-inhomogeneous diffusion processes (Q6106542)
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scientific article; zbMATH DE number 7705457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for the survival probability of time-inhomogeneous diffusion processes |
scientific article; zbMATH DE number 7705457 |
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Asymptotics for the survival probability of time-inhomogeneous diffusion processes (English)
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3 July 2023
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explicit asymptotics
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survival probability
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binary barrier option
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time-inhomogeneous diffusions
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non-flat boundary
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