Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process (Q5312842)
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scientific article; zbMATH DE number 2199094
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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