Pages that link to "Item:Q4113202"
From MaRDI portal
The following pages link to Evaluations of barrier-crossing probabilities of Wiener paths (Q4113202):
Displaying 15 items.
- Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options (Q631490) (← links)
- American options and callable bonds under stochastic interest rates and endogenous bankruptcy (Q660162) (← links)
- Interest and mortality randomness in some annuities (Q923581) (← links)
- One pursuer and two evaders on the line: A stochastic pursuit-evasion differential game (Q1166444) (← links)
- Extra randomness in certain annuity models (Q1185320) (← links)
- On integral equations arising in the first-passage problem for Brownian motion (Q1425633) (← links)
- On the computation of the survival probability of Brownian motion with drift in a closed time interval when the absorbing boundary is a step function (Q1657921) (← links)
- A Feynman-Kac based numerical method for the exit time probability of a class of transport problems (Q2132650) (← links)
- Computations of boundary crossing probabilities for the wiener process (Q3759651) (← links)
- An asymptotic expansion for one-sided Brownian exit densities (Q3949774) (← links)
- The tangent approximation to one-sided Brownian exit densities (Q3965366) (← links)
- Refined distributions for a multi-risk stochastic process (Q4151053) (← links)
- Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model (Q4683115) (← links)
- A Transition to Sharp Timing in Stochastic Leaky Integrate-and-Fire Neurons Driven by Frozen Noisy Input (Q5378346) (← links)
- On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)
