Asymptotics for the survival probability of time-inhomogeneous diffusion processes
Yiwei Wang, Nian Yang
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Yimei ; Yang, Nian |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 51.2023, 3, p. 308-311
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| Subject: | Explicit asymptotics | Survival probability | Binary barrier option | Time-inhomogeneous diffusions | Non-flat boundary | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Innovationsdiffusion | Innovation diffusion | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2023.03.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014374890