Transition probability of Brownian motion in the octant and its application to default modelling

Vadim Kaushansky, Alexander Lipton, Christoph Reisinger
  • Applied Mathematical Finance, June 2018, Taylor & Francis
  • DOI: 10.1080/1350486x.2018.1481439
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http://dx.doi.org/10.1080/1350486x.2018.1481439

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