"On approximation rates for boundary crossing probabilities for the mul" by Shaun McKinlay and Konstantin Borovkov

Article Title

On approximation rates for boundary crossing probabilities for the multivariate Brownian motion process

Authors

Shaun McKinlay
Konstantin Borovkov

DOI

10.31390/cosa.9.2.08

Recommended Citation

McKinlay, Shaun and Borovkov, Konstantin (2015) "On approximation rates for boundary crossing probabilities for the multivariate Brownian motion process," Communications on Stochastic Analysis: Vol. 9: No. 2, Article 8.
DOI: 10.31390/cosa.9.2.08
Available at: https://repository.lsu.edu/cosa/vol9/iss2/8

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