Occupation times of hyper-exponential jump diffusion processes with application to price step options (Q893129)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Occupation times of hyper-exponential jump diffusion processes with application to price step options |
scientific article |
Statements
Occupation times of hyper-exponential jump diffusion processes with application to price step options (English)
0 references
13 November 2015
0 references
jump diffusion processes
0 references
occupation times
0 references
Laplace transform
0 references
step options
0 references
0 references
0 references
0 references
0 references
0 references
