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 2

Survival probability for various sequences of upward absorbing steps as a function of volatility².

	0.73861288	0.46868224	0.31769242
, ,	0.83295259	0.53187603	0.34607144
, ,	0.74289172	0.51226639	0.40804930
, ,	0.75896593	0.50006440	0.33948898
, ,	0.88521655	0.55858123	0.35488207
, ,	0.76627014	0.54546490	0.41461240
, ,	0.83167791	0.55637189	0.38677980

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