A hyper-Erlang jump-diffusion process and applications in finance (Q328100): Difference between revisions
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Revision as of 02:05, 20 March 2024
scientific article
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English | A hyper-Erlang jump-diffusion process and applications in finance |
scientific article |
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A hyper-Erlang jump-diffusion process and applications in finance (English)
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20 October 2016
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reflected jump-diffusion process
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hyper-Erlang distribution
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barrier strategy
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first-passage time
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Russian option
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