First passage times density of Markov switching geometric Brownian motion (Q3087176)
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scientific article; zbMATH DE number 5938962
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| English | First passage times density of Markov switching geometric Brownian motion |
scientific article; zbMATH DE number 5938962 |
Statements
16 August 2011
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geometric Brownian motion
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first passage times
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diffusion processes
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0.8067309856414795
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0.7838215231895447
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0.7802636623382568
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0.7708790898323059
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0.7562932372093201
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