Geodesic
Time-dependent barrier options and boundary crossing probabilities.
Georgian mathematical journal, Tome 10 (2003) no. 2, pp. 325-334 Cet article a éte moissonné depuis la source European Digital Mathematics Library

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Keywords: first passage times, Wiener process, Girsanov transformation, numerical integration 
@article{GMJ_2003__10_2_51244,
     author = {Novikov, A. and Frishling, V. and Kordzakhia, N.},
     title = {Time-dependent barrier options and boundary crossing probabilities.},
     journal = {Georgian mathematical journal},
     pages = {325--334},
     year = {2003},
     volume = {10},
     number = {2},
     zbl = {1060.91067},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/GMJ_2003__10_2_51244/}
}
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Novikov, A.; Frishling, V.; Kordzakhia, N. Time-dependent barrier options and boundary crossing probabilities.. Georgian mathematical journal, Tome 10 (2003) no. 2, pp. 325-334. http://geodesic.mathdoc.fr/item/GMJ_2003__10_2_51244/