Approximations of boundary crossing probabilities for a...

Journal of Applied Probability 1999 / 12 Vol. 36; Iss. 4

Approximations of boundary crossing probabilities for a Brownian motion

Novikov, Alex, Frishling, Volf, Kordzakhia, Nino
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Volume:
36
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1239/jap/1032374752
Date:
December, 1999
File:
PDF, 108 KB
english, 1999
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