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 4

Distribution of the global maximum over the various time intervals as a function of volatility⁴.

	0.37121	0.41847	0.46731
	106.111	112.038	121.318
	0.21601	0.21589	0.21306
	115.013	130.861	158.376
	0.41276	0.36562	0.31971
	120.625	142.826	182.615

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