On multi-particle Brownian survivals and the spherical Laplacian
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KeywordsBrownian; Survival Probability; Hitting Time; Correlation; Laplacian; Spherical Domain; Eigenvalue;
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-01-12 (All new papers)
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