On certain bounds for first-crossing-time probabilities of a jump-diffusion process (Q3422352)
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scientific article
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| English | On certain bounds for first-crossing-time probabilities of a jump-diffusion process |
scientific article |
Statements
13 February 2007
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math.PR
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0.8604504466056824
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0.8261802792549133
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0.8153691291809082
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0.8029823303222656
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