Crossing probabilities for diffusion processes with piecewise continuous boundaries
L Wang, K Pötzelberger - Methodology and Computing in Applied …, 2007 - Springer
We propose an approach to compute the boundary crossing probabilities for a class of
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries
L Wang, K Pötzelberger - Methodology and Computing in Applied …, 2007 - ideas.repec.org
We propose an approach to compute the boundary crossing probabilities for a class of
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
[PDF][PDF] Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries
L Wang, K Pötzelberger - arXiv preprint math/0612337, 2008 - researchgate.net
We propose an approach to compute the boundary crossing probabilities for a class of
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries
L Wang, K Pötzelberger - arXiv Mathematics e-prints, 2006 - ui.adsabs.harvard.edu
We propose an approach to compute the boundary crossing probabilities for a class of
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
[PDF][PDF] Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries
L Wang, K Pötzelberger - 2007 - cc.umanitoba.ca
We propose an approach to compute the boundary crossing probabilities for a class of
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries.
L Wang, K Pötzelberger - Methodology & Computing in …, 2007 - search.ebscohost.com
We propose an approach to compute the boundary crossing probabilities for a class of
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries
L Wang, K Pötzelberger - 2007 - dl.acm.org
We propose an approach to compute the boundary crossing probabilities for a class of
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
[PDF][PDF] Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries
L Wang, K Pötzelberger - arXiv preprint math/0612337, 2008 - Citeseer
We propose an approach to compute the boundary crossing probabilities for a class of
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries
L Wang, K Pötzelberger - Methodology and Computing in …, 2007 - search.proquest.com
We propose an approach to compute the boundary crossing probabilities for a class of
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries
L Wang, K Pötzelberger - arXiv preprint math/0612337, 2006 - arxiv.org
We propose an approach to compute the boundary crossing probabilities for a class of
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …
diffusion processes which can be expressed as piecewise monotone (not necessarily one-to …