"Occupation times of hyper-exponential jump diffusion processes with ..."

Lan Wu, Jiang Zhou (2016)

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DOI: 10.1016/J.CAM.2015.09.001

access: open

type: Journal Article

metadata version: 2021-02-16

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Lan Wu, Jiang Zhou:
Occupation times of hyper-exponential jump diffusion processes with application to price step options. J. Comput. Appl. Math. 294: 251-274 (2016)

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