Pages that link to "Item:Q5299567"
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The following pages link to Stochastic Boundary Crossing Probabilities for the Brownian Motion (Q5299567):
Displaying 6 items.
- First hitting time distributions for Brownian motion and regions with piecewise linear boundaries (Q1739356) (← links)
- On the first exit time of geometric Brownian motion from stochastic exponential boundaries (Q1794706) (← links)
- Closed form valuation of barrier options with stochastic barriers (Q2151659) (← links)
- First hitting time of Brownian motion on simple graph with skew semiaxes (Q2157409) (← links)
- Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
- The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary (Q2658013) (← links)