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Exact solutions to first-passage problems for jump-diffusion processes.

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Title: Exact solutions to first-passage problems for jump-diffusion processes.
Authors: LEFEBVRE, Mario1 mlefebvre@polymtl.ca
Source: Bulletin of the Polish Academy of Sciences: Mathematics. 2024, Vol. 72 Issue 1, p81-95. 15p.
Database: Mathematics Source
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        Value: 10.4064/ba190812-11-6
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        Text: English
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              Text: 2024
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