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First passage times of diffusion processes and their applications to finance

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Figure

Table of Nomenclature
Figure 4.5: OU left tail density for l = θ
Figure 4.7: OU left tail density for ̸ l= θ
Figure 5.1: Bessel density with ϵ0 = 0.1, x =.7, l = 0.1
+7

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