Simulation of Brownian motion at first-passage times (Q2479441)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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