18 citations to 10.1515/GMJ.2003.325 (Crossref Cited-By Service)
  1. Liqun Wang, Klaus Pötzelberger, “Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries”, Methodol Comput Appl Probab, 9, no. 1, 2007, 21  crossref
  2. Xiaonan Che, Angelos Dassios, “Stochastic Boundary Crossing Probabilities for the Brownian Motion”, Journal of Applied Probability, 50, no. 2, 2013, 419  crossref
  3. Enkelejd Hashorva, Yuliya Mishura, “Boundary noncrossings of additive Wiener fields∗”, Lith Math J, 54, no. 3, 2014, 277  crossref
  4. Huijie Ji, Jinghai Shao, “First passage probabilities of one-dimensional diffusion processes”, Front. Math. China, 10, no. 4, 2015, 901  crossref
  5. Enkelejd Hashorva, Yuliya Mishura, Oleg Seleznjev, “Boundary non-crossing probabilities for fractional Brownian motion with trend”, Stochastics, 87, no. 6, 2015, 946  crossref
  6. Nino Kordzakhia, Alexander Novikov, Mathematical Control Theory and Finance, 2008, 251  crossref
  7. Chiara Guardasoni, Marianito R Rodrigo, Simona Sanfelici, “A Mellin transform approach to barrier option pricing”, IMA Journal of Management Mathematics, 31, no. 1, 2020, 49  crossref
  8. K. Borovkov, A. Novikov, “Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process”, J. Appl. Probab., 42, no. 01, 2005, 82  crossref
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