Asymptotics for the Survival Probability of Time-Inhomogeneous Diffusion Processes – Online Supplementary Material

This supplementary material for "Asymptotics for the Survival Probability of Time-Inhomogeneous Diffusion Processes" contains (i) some facts related to the normal density and distribution functions (Section 1), which are used in the calculation of explicit formulas in Equation (19) (Section 2); (ii) and a numerical example (Section 3) to examine the performance of our approximate formula

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Year of publication:	2022
Authors:	Wang, Yiwei ; Yang, Nian
Publisher:	[S.l.] : SSRN
Subject:	Theorie \| Theory \| Wahrscheinlichkeitsrechnung \| Probability theory \| Stochastischer Prozess \| Stochastic process

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Extent:	1 Online-Ressource (5 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 26, 2022 erstellt
Other identifiers:	10.2139/ssrn.4286696 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014235652