Boundary crossing probability for Brownian motion and general boundaries (Q4339247)
From MaRDI portal
scientific article; zbMATH DE number 1018279
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boundary crossing probability for Brownian motion and general boundaries |
scientific article; zbMATH DE number 1018279 |
Statements
Boundary crossing probability for Brownian motion and general boundaries (English)
0 references
2 November 1997
0 references
Wiener process
0 references
first passage time
0 references
optimal stopping time
0 references
structural change
0 references
local power
0 references
numerical computation
0 references
Monte Carlo simulation
0 references
