On the Computation of the Survival Probability of Brownian Motion with Drift in a Closed Time Interval When the Absorbing Boundary Is a Step Function

Table 10

Distribution of the global maximum over the various time intervals as a function of volatility using Proposition 2⁹.

	0.27746	0.31857	0.36216
	0.13694	0.14482	0.15128
	0.12837	0.12831	0.12654
	0.14396	0.13584	0.12672
	0.31325	0.27243	0.23327

The parameters used in this table are as follows: , , , , , , and .