Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options (Q3169100)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options |
scientific article |
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Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options (English)
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27 April 2011
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jump diffusions
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occupation times
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Laplace transform
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doubly exponential jumps
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option pricing
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