56 citations to 10.1239/jap/1032374752 (Crossref Cited-By Service)
  1. Wenbo V. Li, “The first exit time of a Brownian motion from an unbounded convex domain”, Ann. Probab., 31, № 2, 2003  crossref
  2. Sercan Gür, Klaus Pötzelberger, “Sensitivity of boundary crossing probabilities of the Brownian motion”, Monte Carlo Methods and Applications, 25, № 1, 2019, 75  crossref
  3. Doobae Jun, Hyejin Ku, “PRICING CHAINED OPTIONS WITH CURVED BARRIERS”, Mathematical Finance, 23, № 4, 2013, 763  crossref
  4. Paul Zipkin, “Linear programming and the inverse method of images”, Ann Oper Res, 208, № 1, 2013, 227  crossref
  5. Tristan Guillaume, “On the First Exit Time of Geometric Brownian Motion from Stochastic Exponential Boundaries”, Int. J. Appl. Comput. Math, 4, № 5, 2018, 120  crossref
  6. Mario Abundo, “Some conditional crossing results of Brownian motion over a piecewise-linear boundary”, Statistics & Probability Letters, 58, № 2, 2002, 131  crossref
  7. Alexander Lipton, Vadim Kaushansky, “On the first hitting time density for a reducible diffusion process”, Quantitative Finance, 20, № 5, 2020, 723  crossref
  8. Gregor Dorfleitner, Paul Schneider, Tanja Veža, “Flexing the default barrier”, Quantitative Finance, 11, № 12, 2011, 1729  crossref
  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, № 2, 2020, 602  crossref
1
2
3
4
5
6
Следующая