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, № 1, 2007, 21  crossref
  2. Xiaonan Che, Angelos Dassios, “Stochastic Boundary Crossing Probabilities for the Brownian Motion”, Journal of Applied Probability, 50, № 2, 2013, 419  crossref
  3. Enkelejd Hashorva, Yuliya Mishura, “Boundary noncrossings of additive Wiener fields∗”, Lith Math J, 54, № 3, 2014, 277  crossref
  4. Huijie Ji, Jinghai Shao, “First passage probabilities of one-dimensional diffusion processes”, Front. Math. China, 10, № 4, 2015, 901  crossref
  5. Enkelejd Hashorva, Yuliya Mishura, Oleg Seleznjev, “Boundary non-crossing probabilities for fractional Brownian motion with trend”, Stochastics, 87, № 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, № 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, № 01, 2005, 82  crossref
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