Calculation of noncrossing probabilities for Poisson processes and its corollaries (Q2759818)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculation of noncrossing probabilities for Poisson processes and its corollaries |
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Statements
Calculation of noncrossing probabilities for Poisson processes and its corollaries (English)
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18 December 2001
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barrier options
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curved boundaries
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extreme value distributions
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empirical process
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weighted Kolmogorov-Smirnov statistics
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Brownian motion and Brownian bridge
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