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Publication:2928966
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zbMath1307.60109MaRDI QIDQ2928966

Dimitra Kouloumpou, Vassilis G. Papanicolaou

Publication date: 10 November 2014


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motion\(n\)-dimensional spheretransition densitiesexit timesreflection principlestereographic projection coordinates


Mathematics Subject Classification ID

Brownian motion (60J65)


Related Items (2)

Brownian motion approximation by parametrized and deformed neural networks ⋮ On the pricing of exotic options: a new closed-form valuation approach






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