58 citations to 10.1239/jap/1032374752 (Crossref Cited-By Service)
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  2. Sercan Gür, Klaus Pötzelberger, “Sensitivity of boundary crossing probabilities of the Brownian motion”, Monte Carlo Methods and Applications, 25, no. 1, 2019, 75  crossref
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  4. Paul Zipkin, “Linear programming and the inverse method of images”, Ann Oper Res, 208, no. 1, 2013, 227  crossref
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  6. Mario Abundo, “Some conditional crossing results of Brownian motion over a piecewise-linear boundary”, Statistics & Probability Letters, 58, no. 2, 2002, 131  crossref
  7. Alexander Lipton, Vadim Kaushansky, “On the first hitting time density for a reducible diffusion process”, Quantitative Finance, 20, no. 5, 2020, 723  crossref
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  9. ArunKumar Jayaprakasam, Vinod Sharma, 2009 International Conference on Ultra Modern Telecommunications & Workshops, 2009, 1  crossref
  10. Dimitrina S. Dimitrova, Zvetan G. Ignatov, Vladimir K. Kaishev, Senren Tan, “On double-boundary non-crossing probability for a class of compound processes with applications”, European Journal of Operational Research, 282, no. 2, 2020, 602  crossref
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