Main category
Economics (General Management)
Abstract
The method for evaluating the conditional probability of hitting an upper barrier before a lower one appears to produce the correct analytical value, which is expressed as an infinite series of exponentially decreasing terms. In practice, however, this infinite series will need to be truncated to a finite sum; if more accuracy is required, then more terms in the series should be included.
Further reading
https://ia904709.us.archive.org/8/items/barrierProbability/barrierProbability.pdf
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