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

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Latest revision as of 13:24, 1 August 2024

scientific article; zbMATH DE number 7705457
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Asymptotics for the survival probability of time-inhomogeneous diffusion processes
scientific article; zbMATH DE number 7705457

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    Asymptotics for the survival probability of time-inhomogeneous diffusion processes (English)
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    3 July 2023
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    explicit asymptotics
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    survival probability
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    binary barrier option
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    time-inhomogeneous diffusions
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    non-flat boundary
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