Three dimensional distribution of Brownian motion extrema (Q5410811): Difference between revisions

@@ Property / author @@
-Q188061
@@ Property / author: Q188061 / rank @@
-Normal rank
@@ Property / author @@
+Sebastian E. Ferrando
@@ Property / author: Sebastian E. Ferrando / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442508.2012.660942
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@@ Property / OpenAlex ID @@
+W2075806242
@@ Property / OpenAlex ID: W2075806242 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Transformation of Diffusion Processes into the Wiener Process
+Normal rank
@@ Property / cites work @@
+Q3707478
@@ Property / cites work: Q3707478 / rank @@
+Normal rank
@@ Property / cites work @@
+Two asset-barrier option under stochastic volatility
+Normal rank
@@ Property / cites work @@
+The method of images and Green's function for spherical domains
+Normal rank
@@ Property / cites work @@
+Double Lookbacks
@@ Property / cites work: Double Lookbacks / rank @@
+Normal rank
@@ Property / cites work @@
+Hitting Lines with Two-Dimensional Brownian Motion
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@@ Property / cites work @@
+On the first passage problem for correlated Brownian motion
+Normal rank
@@ Property / cites work @@
+The method of images and the solution of certain partial differential equations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5410811