On the Computation of the Survival Probability of Brownian Motion with Drift in a Closed Time Interval When the Absorbing Boundary Is a Step Function

Table 7

Survival probability for various sequences of downward and upward absorbing steps as a function of volatility⁷.

	0.7386128	0.4686822	0.3176924
	0.8617076	0.4973051	0.2497141
, ,	0.7122884	0.1944965	0.0296195
, ,	0.8167308	0.2772911	0.0484872
, ,	0.7309655	0.3146737	0.0772276
, ,	0.6983075	0.2255059	0.0425565

All the values reported in this table are obtained by using Proposition 1 with , , , , , , and .