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 6

Distribution of the global maximum over the various time intervals as a function of volatility with a larger drift coefficient than that in Tables 4 and 5⁶.

	0.24639	0.35099	0.42833
	106.963	112.859	122.165
	0.20214	0.21543	0.21541
	116.995	132.917	160.696
	0.55156	0.43357	0.35624
	124.322	146.772	187.234

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