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- Publication Date of Publication Type Computation of Multivariate Barrier Crossing Probability and its Applications in Credit Risk Models 2022-01-19 Paper https://portal...10 bytes (16 words) - 09:15, 7 October 2023
- Publication Date of Publication Type Computation of Multivariate Barrier Crossing Probability and its Applications in Credit Risk Models 2022-01-19 Paper Projection...10 bytes (18 words) - 01:04, 13 December 2023
- absorption probabilities for the Wiener process on large intervals 1980-01-01 Paper Distribution estimates of barrier-crossing probabilities of the Yeh-...10 bytes (16 words) - 11:30, 8 December 2023
- mardi4nfdi.de/entity/Q4195783 1978-01-01 Paper Evaluations of barrier-crossing probabilities of Wiener paths 1976-01-01 Paper https://portal.mardi4nfdi.de/entity/Q4144560...10 bytes (18 words) - 11:15, 24 September 2023
- Fourier-Feynman transform 1979-01-01 Paper Distribution estimates of barrier-crossing probabilities of the Yeh- Wiener process 1978-01-01 Paper https://portal.mardi4nfdi...10 bytes (16 words) - 11:30, 8 December 2023
- Queues: A Level Crossing Approach 1981-01-01 Paper An embedded level crossing technique for dams and queues 1979-01-01 Paper Level Crossings in Point Processes...10 bytes (18 words) - 12:18, 8 December 2023
- 2000-03-30 Paper On order-preserving properties of probability metrics 1999-11-29 Paper The probability of ruin in finite time with discrete claim size distribution...10 bytes (16 words) - 14:00, 7 December 2023
- Slepian Models and Regression Approximations in Crossing and Extreme Value Theory 1992-06-28 Paper The two-barrier problem for continuously differentiable processes...10 bytes (16 words) - 09:19, 12 December 2023
- Publication Date of Publication Type Closed form valuation of barrier options with stochastic barriers 2022-07-05 Paper Computation of the quadrivariate and pentavariate...10 bytes (16 words) - 05:35, 7 October 2023
- numerical computation of the hitting probability for Gaussian processes 2015-07-31 Paper On the distances between probability density functions 2015-02-03 Paper...10 bytes (16 words) - 16:16, 9 December 2023
- parameter of a series and the differentiability of barrier option prices with respect to the barrier 2011-04-06 Paper Functional limit theorems for stochastic...10 bytes (19 words) - 19:11, 8 December 2023
- On Certain Probability Models in Random Walk 1972-01-01 Paper Distribution of crossings in restricted paths 1971-01-01 Paper Paths crossing two and three...10 bytes (16 words) - 17:42, 9 December 2023
- 2019-04-26 Paper BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM 2017-10-13 Paper Boundary non-crossing probabilities for Slepian...10 bytes (17 words) - 04:14, 12 December 2023
- exit probabilities for a Brownian bridge on a short time interval, and applications 1989-01-01 Paper Conditional boundary crossing probabilities, with...10 bytes (19 words) - 00:42, 11 December 2023
- AND HEDGING BARRIER OPTIONS IN A HYPER-EXPONENTIAL ADDITIVE MODEL 2010-09-16 Paper A transform approach to compute prices and Greeks of barrier options driven...10 bytes (18 words) - 02:12, 9 December 2023
- Paper Relative-to-relative transition probabilities for two linked genes 1974-01-01 Paper Borel sets of probability measures 1973-01-01 Paper Decompositions...10 bytes (18 words) - 19:29, 11 December 2023
- Maximizing the minimum cover probability by emergency facilities 2017-03-03 Paper A planar single facility location and border crossing problem 2016-11-11 Paper...10 bytes (18 words) - 23:07, 8 December 2023
- boundary crossing probabilities of moving sums of normal random variables 2022-06-21 Paper Approximations for the boundary crossing probabilities of moving...10 bytes (16 words) - 19:32, 24 September 2023
- Claims 2013-10-17 Paper Stochastic Boundary Crossing Probabilities for the Brownian Motion 2013-06-26 Paper On barrier strategy dividends with Parisian implementation...10 bytes (17 words) - 22:28, 9 December 2023
- parameter algorithm for one-sided crossing minimization 2015-09-02 Paper A linear edge kernel for two-layer crossing minimization 2014-10-06 Paper A Linear...10 bytes (16 words) - 01:54, 9 December 2023
