Pages that link to "Item:Q5410811"
From MaRDI portal
The following pages link to Three dimensional distribution of Brownian motion extrema (Q5410811):
Displayed 6 items.
- A note on the distribution of multivariate Brownian extrema (Q2019190) (← links)
- On correlated defaults and incomplete information (Q2031381) (← links)
- Simulation of reflected Brownian motion on two dimensional wedges (Q2680400) (← links)
- Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance (Q4586037) (← links)
- Two asset-barrier option under stochastic volatility (Q5373915) (← links)
- Transition Probability of Brownian Motion in the Octant and its Application to Default Modelling (Q5742504) (← links)