STOPPED BROWNIAN-MOTION FORMULA

[1] Bachelier L, 1900, ANN SCI ECOLE NORM 3, V17, P21

[2] DEVIATIONS FROM MONOTONICITY OF A WIENER PROCESS WITH DRIFT [J]. JOURNAL OF APPLIED PROBABILITY, 1974, 11 (01) : 206 - 210

[3] PAGE ES, 1954, BIOMETRIKA, V41, P100, DOI 10.1093/biomet/41.1-2.100

[4] MATHEMATICS OF SPECULATIVE PRICE [J]. SIAM REVIEW, 1973, 15 (01) : 1 - 42

[1] Bachelier L, 1900, ANN SCI ECOLE NORM 3, V17, P21

[2] DEVIATIONS FROM MONOTONICITY OF A WIENER PROCESS WITH DRIFT [J]. JOURNAL OF APPLIED PROBABILITY, 1974, 11 (01) : 206 - 210

[3] PAGE ES, 1954, BIOMETRIKA, V41, P100, DOI 10.1093/biomet/41.1-2.100

[4] MATHEMATICS OF SPECULATIVE PRICE [J]. SIAM REVIEW, 1973, 15 (01) : 1 - 42