26 citations to 10.1239/jap/1110381372 (Crossref Cited-By Service)
  1. Dan Wu, Lin Yee Hin, Nino Kordzakhia, Alexander Novikov, 2, 2017 MATRIX Annals, 2019, 579  crossref
  2. Thorsten Schmidt, Alexander Novikov, “A Structural Model with Unobserved Default Boundary”, Applied Mathematical Finance, 15, № 2, 2008, 183  crossref
  3. Enkelejd Hashorva, Yuliya Mishura, “Boundary noncrossings of additive Wiener fields∗”, Lith Math J, 54, № 3, 2014, 277  crossref
  4. 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, № 2, 2020, 602  crossref
  5. Vincent Liang, Konstantin Borovkov, “On Markov chain approximations for computing boundary crossing probabilities of diffusion processes”, J. Appl. Probab., 60, № 4, 2023, 1386  crossref
  6. Enkelejd Hashorva, “Boundary Non-crossings of Brownian Pillow”, J Theor Probab, 23, № 1, 2010, 193  crossref
  7. Massimiliano Tamborrino, “Approximation of the first passage time density of a Wiener process to an exponentially decaying boundary by two-piecewise linear threshold. Application to neuronal spiking activity”, Mathematical Biosciences and Engineering, 13, № 3, 2016, 613  crossref
  8. Liqun Wang, Klaus Pötzelberger, “Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries”, Methodol Comput Appl Probab, 9, № 1, 2007, 21  crossref
  9. Gregor Dorfleitner, Paul Georg Schneider, Tanja Veza, “Flexing the Default Barrier”, SSRN Journal, 2008  crossref
  10. Konstantin A. Borovkov, Andrew N. Downes, Alexander A. Novikov, Contemporary Quantitative Finance, 2010, 335  crossref
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