scientific article; zbMATH DE number 2062298
From MaRDI portal
Publication:4459185
zbMath1060.91067MaRDI QIDQ4459185
Volf Frishling, N. Kordzakhia, Alexander Novikov
Publication date: 25 March 2004
Full work available at URL: https://eudml.org/doc/51244
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Pricing foreign exchange options under intervention by absorption modeling, Recovering a distribution from its translated fractional moments, Stochastic Boundary Crossing Probabilities for the Brownian Motion, The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach, Crossing probabilities for diffusion processes with piecewise continuous boundaries, Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process, Boundary noncrossings of additive Wiener fields, Local time and the pricing of path-dependent options, A simple model for market booms and crashes, Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics, Explicit asymptotics on first passage times of diffusion processes, First passage probabilities of one-dimensional diffusion processes