On the first passage problem for correlated Brownian motion (Q2267603): Difference between revisions
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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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Property / cites work: Hitting Lines with Two-Dimensional Brownian Motion / rank | |||
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Latest revision as of 11:49, 2 July 2024
scientific article
Language | Label | Description | Also known as |
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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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