Approximating the first crossing-time density for a curved boundary

Bernoulli

Volumn 2, Issue 2, 1996, Pages 133-143

  Daniels, Henry E ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Brownian motion; Curved boundary; First crossing time density; Sequential analysis

Indexed keywords

EID: 0001010784     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1193839220     Document Type: Article

References (12)

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