Simulation of Brownian motion at first-passage times (Q2479441)
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scientific article; zbMATH DE number 5254163
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Simulation of Brownian motion at first-passage times |
scientific article; zbMATH DE number 5254163 |
Statements
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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0.8466425538063049
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0.8321460485458374
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0.8126621842384338
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0.8043102025985718
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0.7867621183395386
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