Pages that link to "Item:Q3945332"

The following pages link to Brownian approximations to first passage probabilities (Q3945332):

Displaying 10 items.

• Strong approximations of renewal processes and their applications (Q1084752) (← links)
• The Istanbul option: Where the standard European option becomes Asian (Q1381465) (← links)
• An upper bound for the accuracy of the Wiener process approximation of the error probabilities of the SPRT (Q1822872) (← links)
• Weak approximation of killed diffusion using Euler schemes. (Q1877395) (← links)
• Uniform Markov renewal theory and ruin probabilities in Markov random walks. (Q1879907) (← links)
• Improving Brownian approximations for boundary crossing problems (Q1940752) (← links)
• Stopped diffusion processes: boundary corrections and overshoot (Q2267543) (← links)
• Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme (Q2485773) (← links)
• A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options (Q3445892) (← links)
• On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)