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On the Probability of Hitting a constant or a Time-Dependent Boundary for a Geometric Brownian Motion with Time-Dependent Coefficients

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https://hal-cyu.archives-ouvertes.fr//hal-02979722
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Submitted on : Tuesday, October 27, 2020 - 11:40:12 AM
Last modification on : Tuesday, October 19, 2021 - 11:43:49 AM

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Tristan Guillaume. On the Probability of Hitting a constant or a Time-Dependent Boundary for a Geometric Brownian Motion with Time-Dependent Coefficients. Applied Mathematics, Scientific Research Publishing, 2014, 20, pp.989-1009. ⟨10.12988/ams.2014.311631⟩. ⟨hal-02979722⟩

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