Pages that link to "Item:Q893129"

The following pages link to Occupation times of hyper-exponential jump diffusion processes with application to price step options (Q893129):

Displayed 8 items.

• Occupation times of general Lévy processes (Q1692245) ‎ (← links)
• \(n\)-dimensional Laplace transforms of occupation times for pre-exit diffusion processes (Q1985945) ‎ (← links)
• Occupation time of Lévy processes with jumps rational Laplace transforms (Q1990036) ‎ (← links)
• Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) ‎ (← links)
• American step options (Q2282524) ‎ (← links)
• Occupation times of Lévy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications (Q2407767) ‎ (← links)
• Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) ‎ (← links)
• How long does the surplus stay close to its historical high? (Q5086633) ‎ (← links)