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 3

Survival probability for various sequences of downward absorbing steps as a function of volatility³.

	0.7939442	0.4478266	0.2294535
, ,	0.8918561	0.5501897	0.2833042
, ,	0.7951798	0.4722809	0.2852277
, ,	0.8070047	0.4779041	0.2511610
, ,	0.9588887	0.6025832	0.2968822
, ,	0.8103539	0.5135717	0.3087369
, ,	0.8926716	0.5667168	0.3125188

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