On approximation rates for boundary crossing probabilities for the multivariate Brownian motion process (Q6259796)

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scientific article; zbMATH DE number 900241829
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On approximation rates for boundary crossing probabilities for the multivariate Brownian motion process
scientific article; zbMATH DE number 900241829

    Statements

    publication date
    10 March 2015
    0 references
    arXiv ID
    1503.02778
    0 references
    arXiv classification
    math.PR
    0 references
    author
    Shaun McKinlay
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    Konstantin A. Borovkov
    0 references
     
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