Cite
HARVARD Citation
Kaushansky, V. et al. (2018). Transition probability of Brownian motion in the octant and its application to default modelling. Applied mathematical finance. 25 (5), pp. 434-465. [Online].
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Kaushansky, V. et al. (2018). Transition probability of Brownian motion in the octant and its application to default modelling. Applied mathematical finance. 25 (5), pp. 434-465. [Online].