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scientific article; zbMATH DE number 2149577
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scientific article; zbMATH DE number 2149577

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    author
    Roberta Sirovich
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    Laura Sacerdote
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    publication date
    30 March 2005
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    zbMATH DE Number
    2149577
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    zbMATH Keywords
    jump-diffusion process
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    first passage time
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    simulation
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