The double barrier problem with double exponential jump diffusion

DOI10.31390/COSA.11.4.08MaRDI QIDQ6925945zbMATH OpenFDO

Authors Julius Esunge, K. Pärna, Dean Teneng

Publication date 25 September 2025

Published in Communications on Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.31390/COSA.11.4.08

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Processes with independent increments; Lévy processes (60G51) Jump processes on general state spaces (60J76)

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