Abstract
In this paper we present an explicit form of the distribution function of the occupation time of a Brownian motion with a constant drift (if there is no drift, this is the well-known arc-sine law). We also define the
Citation
Jiro Akahori. "Some Formulae for a New Type of Path-Dependent Option." Ann. Appl. Probab. 5 (2) 383 - 388, May, 1995. https://doi.org/10.1214/aoap/1177004769
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