What is the barrier probability for the minimum not to cross x l ?

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What is the barrier probability for the minimum not to cross x_l?

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Dec 17, 2018 04:26 AM

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What is the barrier probability for the minimum not to cross x l ?

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Because a Brownian process is symmetric the probabil...View the full answer

A First Course in Quantitative Finance

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