On the first exit time of geometric Brownian motion from stochastic exponential boundaries (Q1794706)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the first exit time of geometric Brownian motion from stochastic exponential boundaries |
scientific article; zbMATH DE number 6954791
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the first exit time of geometric Brownian motion from stochastic exponential boundaries |
scientific article; zbMATH DE number 6954791 |
Statements
On the first exit time of geometric Brownian motion from stochastic exponential boundaries (English)
0 references
15 October 2018
0 references
Brownian motion
0 references
boundary crossing probability
0 references
first passage time probability
0 references
stochastic boundary
0 references
linear parabolic equation
0 references
heat equation
0 references
0 references
0 references
0.7286076545715332
0 references
0.7197518944740295
0 references
0.7104112505912781
0 references
0.705929696559906
0 references
