Author:
Dash Jan W,Bondioli Mario,Stein Harvey J.
Reference3 articles.
1. Quantitative Finance and Risk Management
2. For applications using conformal transformations see Laura, P., A SURVEY OF MODERN APPLICATIONS OF THE METHOD OF CONFORMAL MAPPING;Revista de la Union Matematica Argentina,1975
3. See also Metzler, A., On the first passage problem for correlated Brownian motion;A Iii Lipton;Statistics and Probability Letters,2010