The tangent approximation to one-sided Brownian exit densities (Q3965366)
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scientific article; zbMATH DE number 3787804
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| English | The tangent approximation to one-sided Brownian exit densities |
scientific article; zbMATH DE number 3787804 |
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The tangent approximation to one-sided Brownian exit densities (English)
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1982
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first-exit time
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moving boundary
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tangent approximation
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error bounds
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