Work

Time-Dependent Barrier Options and Boundary Crossing Probabilities

Year: 2003

Type: article

Source: Georgian Mathematical Journal

DOI: 10.1515/gmj.2003.325

Authors: A. Novikov, V. Frishling, N. Kordzakhia

Institutions: University of Technology Sydney, Steklov Mathematical Institute, Commonwealth Bank of Australia (Australia)

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2097735388

FWCI: 1.101

Cites: 10

Cited by: 29

Related to: 10