Pricing Occupation-Time Options in a Mixed-Exponential Jump-Diffusion Model (Q4682697)
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scientific article; zbMATH DE number 6938917
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Occupation-Time Options in a Mixed-Exponential Jump-Diffusion Model |
scientific article; zbMATH DE number 6938917 |
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Pricing Occupation-Time Options in a Mixed-Exponential Jump-Diffusion Model (English)
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19 September 2018
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path-dependent options
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occupation times
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jump-diffusion
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mixed-exponential distribution
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