Recent content by Socratic

Problem is I never tried to simulate anything like that so I'll need some source to learn that form. Is there any website you know that teaches it? It might a good idea to know just for the fun of checking some crazy occurrences Anyway now that I gave it another thought I'm inclined to be more...

Considering you example, it seems intuitively right. I'm not yet sure though, because according to probability theory, non-mutually exclusive events satisfy the following formula p(A or B) = p(A) + p(B) - p(A and B) If the events are mutually exclusive then the term p(A and B) becomes 0 and...

Yes, both the probabilities "not hitting before T" and "hitting before T+whatever" are known. Yet I can't just multiply the two, because the events are not independent. Whether or not it hits by T has a probabilistic effect on whether or not it hits by T+whatever. If it hits by T the probability...

Martinghoul: right, I can calculate the probability of touching at some point in between now and the the nearer date and I can calculate the probability of touching at some point in between now and the farther date. Yet what I want to calculate is the probability that the touching does not take...

I think there should be something more than just guessing about it (given we assume certain value for future volatility) just as we can calculate the probability of touching somewhere between the current date and a future date as here: Monte Carlo Option Probability Calculator | Option Trading...

I'm trying to figure out how to calculate the probability of a stock touching a certain price target specifically between two dates I choose, without it being touched before. For example, suppose I want to find the probability of a stock price touching some out the money target next week...