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Latest revision as of 16:54, 5 March 2024
scientific article; zbMATH DE number 2062298
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2062298 |
Statements
25 March 2004
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first passage times
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Wiener process
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Girsanov transformation
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numerical integration
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