Time-dependent barrier options and boundary crossing probabilities.
Novikov, A. ; Frishling, V. ; Kordzakhia, N.
Georgian Mathematical Journal, Tome 10 (2003), p. 325-334 / Harvested from The Electronic Library of Mathematics
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Publié le : 2003-01-01
EUDML-ID : urn:eudml:doc:51244 
@article{02062298,
     title = {Time-dependent barrier options and boundary crossing probabilities.},
     journal = {Georgian Mathematical Journal},
     volume = {10},
     year = {2003},
     pages = {325-334},
     zbl = {1060.91067},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02062298}
}

Novikov, A.; Frishling, V.; Kordzakhia, N. Time-dependent barrier options and boundary crossing probabilities.. Georgian Mathematical Journal, Tome 10 (2003) pp. 325-334. http://gdmltest.u-ga.fr/item/02062298/