On the first passage problem for correlated Brownian motion (Q2267603): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.spl.2009.11.001 / rank | |||
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| Property / cites work: Computation of Multivariate Barrier Crossing Probability and its Applications in Credit Risk Models / rank | |||
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Latest revision as of 12:49, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the first passage problem for correlated Brownian motion |
scientific article |
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On the first passage problem for correlated Brownian motion (English)
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1 March 2010
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