Occupation times of refracted double exponential jump diffusion processes (Q900561)
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scientific article; zbMATH DE number 6523437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Occupation times of refracted double exponential jump diffusion processes |
scientific article; zbMATH DE number 6523437 |
Statements
Occupation times of refracted double exponential jump diffusion processes (English)
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22 December 2015
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occupation times
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refracted Lévy process
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Laplace transform
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two-sided exit problem
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