Double-barrier first-passage times of jump-diffusion processes (Q2844294)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Double-barrier first-passage times of jump-diffusion processes |
scientific article |
Statements
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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