Hitting Time Brownian Motion
Simulation of hitting time at value a by time T by Brownian Motion using a scaled random walk approximation of Brownian Motion. For a complete explanation, please see
http://www.math.unl.edu/~sdunbar1/MathematicalFinance/Lessons/BrownianMotion/HittingTime/hittingtime.xml
complete with theorems and problems to work for understanding.