Occupation times of hyper-exponential jump diffusion processes with application to price step options (Q893129): Difference between revisions

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+https://doi.org/10.1016/j.cam.2015.09.001
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+W1417636312
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@@ Property / cites work @@
+Some formulae for a new type of path-dependent option
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+On a generalization of the arc-sine law
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+Step Options
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