Transition probability of Brownian motion in the octant and...

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Applied Mathematical Finance 2018 / 06

Transition probability of Brownian motion in the octant and its application to default modelling

Kaushansky, Vadim, Lipton, Alexander, Reisinger, Christoph
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Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486X.2018.1481439
Date:
June, 2018
File:
PDF, 2.95 MB
english, 2018
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