Simulation of Brownian motion at first-passage times (Q2479441): Difference between revisions

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Latest revision as of 19:13, 27 June 2024

scientific article
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Simulation of Brownian motion at first-passage times
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    Simulation of Brownian motion at first-passage times (English)
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    26 March 2008
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    Brownian motion
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    simulation
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    first-passage time
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    boundary crossing
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    barrier-option
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