Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (Q3439870): Difference between revisions

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+Q3150773
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+The distribution of the quantile of a Brownian motion with drift and the pricing of related path-dependent options
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+Pricing and Hedging Path-Dependent Options Under the CEV Process
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+On a formula of Takács for Brownian motion with drift
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+A proof of Dassios' representation of the \(\alpha\)-quantile of Brownian motion with drift
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+THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES
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+Step Options
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+Distributions of occupation times of Brownian motion with drift
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+On a generalization of the arc-sine law
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