Double-barrier first-passage times of jump-diffusion processes (Q2844294)

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Double-barrier first-passage times of jump-diffusion processes
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    Double-barrier first-passage times of jump-diffusion processes (English)
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    28 August 2013
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    double-barrier problem
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    first-exit time
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    first-passage time
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    Brownian Bridge
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    corridor derivatives
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    barrier options
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    bonus certificates
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    first-touch options
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