Estimates of the exit probability for two correlated Brownian motions (Q4915649)
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scientific article; zbMATH DE number 6153150
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| English | Estimates of the exit probability for two correlated Brownian motions |
scientific article; zbMATH DE number 6153150 |
Statements
Estimates of the Exit Probability for Two Correlated Brownian Motions (English)
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11 April 2013
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boundary crossing probability
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correlated Brownian motion
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exit probability
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reflection principle
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0.7676694989204407
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0.7550261616706848
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0.7529347538948059
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0.7470093369483948
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0.7462335228919983
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