Boundary crossing probabilities of jump diffusion processes to time-dependent boundaries (Q2176382): Difference between revisions

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-.1007/s11009-018-9685-5
@@ Property / DOI: 10.1007/s11009-018-9685-5 / rank @@
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@@ Property / cites work @@
+On the first hitting time of a one-dimensional diffusion and a compound Poisson process
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+PRICING ASIAN OPTIONS FOR JUMP DIFFUSION
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+First passage times of a jump diffusion process
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+Option pricing when underlying stock returns are discontinuous
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@@ Property / Wikidata QID @@
+Q128997462
@@ Property / Wikidata QID: Q128997462 / rank @@
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@@ Property / DOI @@
+.1007/S11009-018-9685-5
@@ Property / DOI: 10.1007/S11009-018-9685-5 / rank @@
+Normal rank