First hitting time of integral diffusions and applications (Q3133494)
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scientific article; zbMATH DE number 6833755
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| default for all languages | No label defined |
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| English | First hitting time of integral diffusions and applications |
scientific article; zbMATH DE number 6833755 |
Statements
First hitting time of integral diffusions and applications (English)
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2 February 2018
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Asian options
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first hitting time
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Laplace transform
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stochastic time change
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volatility derivative
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0.9247434
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0.92161983
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0.9172448
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0.9140468
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