Flexing the default barrier (Q2866385): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2117093803
@@ Property / OpenAlex ID: W2117093803 / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process
+Normal rank
@@ Property / cites work @@
+Interest rate models -- theory and practice. With smile, inflation and credit
+Normal rank
@@ Property / cites work @@
+Q5528194
@@ Property / cites work: Q5528194 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing options with Green's functions when volatility, interest rate and barriers depend on time
+Normal rank
@@ Property / cites work @@
+Default and information
@@ Property / cites work: Default and information / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation Greenscher Funktionen bei parabolischen Differentialgleichungen. (Approximation of Green's functions for parabolic differential equations)
+Normal rank
@@ Property / cites work @@
+Optimal capital structure and endogenous default
@@ Property / cites work: Optimal capital structure and endogenous default / rank @@
+Normal rank
@@ Property / cites work @@
+Analytic crossing probabilities for certain barriers by Brownian motion
+Normal rank
@@ Property / cites work @@
+Approximations of boundary crossing probabilities for a Brownian motion
+Normal rank
@@ Property / cites work @@
+On an integral equation for first-passage-time probability densities
+Normal rank
@@ Property / cites work @@
+On evaluations and asymptotic approximations of first-passage-time probabilities
+Normal rank
@@ Property / cites work @@
+A Structural Model with Unobserved Default Boundary
+Normal rank
@@ Property / cites work @@
+Boundary crossing probability for Brownian motion and general boundaries
+Normal rank
@@ Property / cites work @@
+Boundary crossing probability for Brownian motion
@@ Property / cites work: Boundary crossing probability for Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Crossing probabilities for diffusion processes with piecewise continuous boundaries
+Normal rank