Sensitivity of boundary crossing probabilities of the Brownian motion

Publication: Scientific journal › Journal article › peer-review

Original language	English
Journal	Monte Carlo Methods and Applications
DOIs	https://doi.org/10.1515/mcma-2019-2031
Publication status	Published - 2019

Austrian Classification of Fields of Science and Technology (ÖFOS)

@article{cc1450d47e5e485e90b6081a6630e9ae,

title = "Sensitivity of boundary crossing probabilities of the Brownian motion",

author = "Sercan G{\"u}r and Klaus P{\"o}tzelberger",

year = "2019",

doi = "10.1515/mcma-2019-2031",

language = "English",

journal = "Monte Carlo Methods and Applications",

issn = "0929-9629",

publisher = "Walter de Gruyter GmbH",

}