Asymptotics for the survival probability of time-inhomogeneous diffusion processes (Q6106542): Difference between revisions

@@ Property / DOI @@
-.1016/j.orl.2023.03.012
@@ Property / DOI: 10.1016/j.orl.2023.03.012 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.orl.2023.03.012
+Normal rank
@@ Property / OpenAlex ID @@
+W4360603799
@@ Property / OpenAlex ID: W4360603799 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of hitting probabilities for general one-dimensional pinned diffusions
+Normal rank
@@ Property / cites work @@
+On boundary crossing probabilities for diffusion processes
+Normal rank
@@ Property / cites work @@
+Explicit asymptotics on first passage times of diffusion processes
+Normal rank
@@ Property / cites work @@
+Shapes of Implied Volatility with Positive Mass at Zero
+Normal rank
@@ Property / cites work @@
+American option valuation using first-passage densities
+Normal rank
@@ Property / cites work @@
+Mathematical methods for financial markets.
@@ Property / cites work: Mathematical methods for financial markets. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2782240
@@ Property / cites work: Q2782240 / rank @@
+Normal rank
@@ Property / cites work @@
+Crossing probabilities for diffusion processes with piecewise continuous boundaries
+Normal rank
@@ Property / cites work @@
+The survival probability of the SABR model: asymptotics and application
+Normal rank
@@ Property / DOI @@
+.1016/J.ORL.2023.03.012
@@ Property / DOI: 10.1016/J.ORL.2023.03.012 / rank @@
+Normal rank