Hitting Time Brownian Motion

Simulation of hitting time of value a before time T by a Brownian Motion using a approximation by a scaled random walk. For a complete explanation, please see http://www.math.unl.edu/~sdunbar1/MathematicalFinance/Lessons/BrownianMotion/HittingTime/hittingtime.xml complete with theorems and problems to work for understanding.
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Activity
Tags
brownian  hitting  motion  process  random  time  walk  wiener 
Target Group (Age)
19+
Language
English (United States)
 
 
GeoGebra version
4.2
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