58 citations to 10.1239/jap/1032374752 (Crossref Cited-By Service)
  1. Dmitry Muravey, “Lie Symmetries Methods in Boundary Crossing Problems for Diffusion Processes”, Acta Appl Math, 170, № 1, 2020, 347  crossref
  2. Tristan Guillaume, “Closed form valuation of barrier options with stochastic barriers”, Ann Oper Res, 313, № 2, 2022, 1021  crossref
  3. Laura Sacerdote, Ottavia Telve, Cristina Zucca, “Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries”, Advances in Applied Probability, 46, № 1, 2014, 186  crossref
  4. Enkelejd Hashorva, “Boundary Non-crossings of Brownian Pillow”, J Theor Probab, 23, № 1, 2010, 193  crossref
  5. Dejian Lai, “Group sequential tests under fractional Brownian motion in monitoring clinical trials”, Stat Methods Appl, 19, № 2, 2010, 277  crossref
  6. Wolfgang Bischoff, Enkelejd Hashorva, Jürg Hüsler, Frank Miller, “Exact asymptotics for Boundary crossings of the brownian bridge with trend with application to the Kolmogorov test”, Ann Inst Stat Math, 55, № 4, 2003, 849  crossref
  7. Thorsten Schmidt, Alexander Novikov, “A Structural Model with Unobserved Default Boundary”, Applied Mathematical Finance, 15, № 2, 2008, 183  crossref
  8. Yasunori Horikoshi, Akimichi Takemura, “Implications of contrarian and one-sided strategies for the fair-coin game”, Stochastic Processes and their Applications, 118, № 11, 2008, 2125  crossref
  9. Nabil Kahale, “Analytic crossing probabilities for certain barriers by Brownian motion”, Ann. Appl. Probab., 18, № 4, 2008  crossref
  10. J.E. Macías-Díaz, J. Villa-Morales, “A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes”, Computers & Mathematics with Applications, 74, № 8, 2017, 1799  crossref
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