A note on first-passage times of continuously time-changed Brownian motion (Q654495)
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scientific article; zbMATH DE number 5992505
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| English | A note on first-passage times of continuously time-changed Brownian motion |
scientific article; zbMATH DE number 5992505 |
Statements
A note on first-passage times of continuously time-changed Brownian motion (English)
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28 December 2011
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double-barrier problem
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first-exit time
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first-passage time
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time-changed Brownian motion
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barrier option
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0.8103764653205872
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0.7992018461227417
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0.7758604884147644
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0.769120454788208
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0.7679899334907532
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