First passage time of skew Brownian motion (Q3165487)
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scientific article; zbMATH DE number 6099428
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | First passage time of skew Brownian motion |
scientific article; zbMATH DE number 6099428 |
Statements
First Passage Time of Skew Brownian Motion (English)
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29 October 2012
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skew Brownian motion
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ranked excursion height
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first passage time
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0.7933655381202698
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0.7844157218933105
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0.7763787508010864
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0.7734494209289551
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0.7718122601509094
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