Quotation Gür, Sercan, Pötzelberger, Klaus. 2019. Sensitivity of boundary crossing probabilities of the Brownian motion. Monte Carlo Methods and Applications.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Monte Carlo Methods and Applications
Language English
Title Sensitivity of boundary crossing probabilities of the Brownian motion
Year 2019
Reviewed? Y
DOI https://doi.org/10.1515/mcma-2019-2031
Open Access N
JEL 60J70; 60G40; 65C05; 62F03

Associations

People
Gür, Sercan (Former researcher)
Pötzelberger, Klaus (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1133 Computer-aided simulation (Details)
1165 Stochastics (Details)
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