[R-SIG-Finance] Computing stop probability

[Ernest Stokely]

Maybe a naive question but given the price and SD of an asset, is there a way to calculate the probability of hitting a stop set at X over the next N days? I know making appropriate assumptions, this is a Wiener process but can't find the correct equation.

A) Is there a closed form solution for this?
B) Is there an R function related to this?

Ernie

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