Occupation times of jump-diffusion processes with double exponential jumps and the pricing of options (Q3169100)
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scientific article; zbMATH DE number 5881696
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| English | Occupation times of jump-diffusion processes with double exponential jumps and the pricing of options |
scientific article; zbMATH DE number 5881696 |
Statements
Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options (English)
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27 April 2011
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jump diffusions
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occupation times
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Laplace transform
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doubly exponential jumps
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option pricing
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0.8666125535964966
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0.8514425158500671
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0.8165621161460876
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0.8149434924125671
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