Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process (Q5312842): Difference between revisions

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Latest revision as of 14:41, 10 June 2024

scientific article; zbMATH DE number 2199094
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English
Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process
scientific article; zbMATH DE number 2199094

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    Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process (English)
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    25 August 2005
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    barrier option process
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