Pages that link to "Item:Q893129"
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The following pages link to Occupation times of hyper-exponential jump diffusion processes with application to price step options (Q893129):
Displaying 9 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)
- PRICING STEP OPTIONS UNDER THE CEV AND OTHER SOLVABLE DIFFUSION MODELS (Q2853376) (← 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)
