Occupation times of hyper-exponential jump diffusion processes with application to price step options
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Publication:893129
DOI10.1016/j.cam.2015.09.001zbMath1333.60177OpenAlexW1417636312MaRDI QIDQ893129
Publication date: 13 November 2015
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2015.09.001
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