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. |
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| 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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