SKILL
1
Basic finance knowledge
1
C++ 20
1
Probability
1
Mathematics
1
Stochastic Calculus
POSTERIOR
1
Factorisation Approach
1
C++
1
Assertiveness
1
test problem station
1
Complex ODE Solution
NAMES
Join Distribution of Current Level and Maximum-to-Date of Asymmetric Random Walk
1
PROBLEM TYPE
Technical
PROBLEM SUBTYPE
Proof
REQUIREMENT
Find the joint probability of an asymmetric random walk \(p(^{a}W_{t}^{*} \geq m, ^{a}W_{t} = b)\)
VERSION NO
2
CREATED AT
UPDATED AT
PRIOR
1
Join Distribution of Current Level and Maximum-to-Date of Symmetric Random Walk
GIVENS
test data
1
test data
1
dszcx
1
SOLUTION
1
Factorisation Approach
1
test soultion station
1
NumPy Column Vector (4×1) Creation