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 5

Distribution of the global maximum over the various time intervals as a function of volatility on a longer time horizon than that in Table 4⁵.

	0.35094	0.44517	0.54329
	112.86	124.826	143.49
	0.21522	0.21498	0.20364
	132.932	169.266	237.806
	0.43385	0.33984	0.25305
	146.751	200.064	305.068

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