Boundary crossing probability for Brownian motion (Q2731158): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 14:53, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Boundary crossing probability for Brownian motion |
scientific article |
Statements
Boundary crossing probability for Brownian motion (English)
0 references
29 May 2002
0 references
first hitting time
0 references
optimal stopping
0 references
Monte Carlo simulation
0 references