First hitting time of integral diffusions and applications (Q3133494)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First hitting time of integral diffusions and applications |
scientific article |
Statements
First hitting time of integral diffusions and applications (English)
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2 February 2018
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Asian options
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first hitting time
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Laplace transform
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stochastic time change
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volatility derivative
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