Hello . Regarding a question i"ve asked in another forum - turns out that some numeric solution can be changed to closed -form one : In an intraday trading in stocks/futures/currencies etc ... let's say i put a stop loss and a take profit orders and i wanna estimate the probability of hitting one/two of them in a specified time interval after entry . I"ve noticed that there may be some closed form solution that comes from knock in/out options pricing but i"m not sure those will be good here - should i use some nimerical method (monte carlo , trinomial trees , etc ) or some well known closed form solution to this ? Should i use some jumps / stochastic volatility in this case - this is a short time ("hours") trading prediction for that probabilities , but any insights is welcomed Thanks alot Tom