OpenAlex | On an approach to boundary crossing by stochastic processes

On an approach to boundary crossing by stochastic processes

Work

Year: 2016

Type: article

Source: Stochastic Processes and their Applications

Authors Mark Brown, Víctor Peña, Michael J. Klass, Tony Sit

Institutions Columbia University, University of California, Berkeley, Chinese University of Hong Kong

Cites: 20

Cited by: 2

Related to: 10

FWCI: 0.731

Citation percentile (by year/subfield): 65.08

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder Council for Research in the Social Sciences, Columbia University