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Cited by

• 2007Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries51 cited
• 2013On pricing barrier options with regime switching40 cited
• 2005Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process37 cited
• 2006Barrier options and their static hedges: simple derivations and extensions34 cited
• 1999Combinatorial implications of nonlinear uncertain volatility models: the case of barrier options31 cited
• 2003Time-Dependent Barrier Options and Boundary Crossing Probabilities29 cited
• 2016Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes24 cited
• 2004On some first passage time problems motivated by financial applications22 cited