  In this paper we derive the density $\varphi$ of the first time $T$ that a
continuous martingale $M$ with non-random quadratic variation
$<M>_\cdot:=\int_0^\cdot h^2(u)du$ hits a moving boundary $f$ which is twice
continuously differentiable, and $f'/h\in\mathbb{C}^2[0,\infty)$.
  Thus, this work is an extension to case in which $M$ is in fact a
one-dimensional standard Brownian motion $B$, as studied in Hernandez-del-Valle
(2007).
