Closing-basis stops

A stock has daily log volatility 2%. A stop is 5% below entry (use $b=-\ln0.95$). (a) Compute the driftless probability of the stop being hit within 20 trading days with continuous monitoring. (b) Using the Broadie–Glasserman–Kou correction, compute the same probability for a closing-basis stop, and state the shift. (c) What is the expected slippage beyond the stop for a closing-basis stop, in percent?