Calculation of noncrossing probabilities for Poisson processes and its corollaries
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Publication:2759818
DOI10.1239/aap/1005091361zbMath1158.60365OpenAlexW2031670686MaRDI QIDQ2759818
Eka Shinjikashvili, Estate V. Khmaladze
Publication date: 18 December 2001
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1005091361
extreme value distributionsempirical processbarrier optionscurved boundariesBrownian motion and Brownian bridgeweighted Kolmogorov-Smirnov statistics
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