Hitting time and time change
Year of publication: |
2004
|
---|---|
Authors: | Vaugirard, Victor |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 11.2004, 1, p. 77-94
|
Publisher: |
Taylor & Francis Journals |
Subject: | digital option | soft barrier | forward-neutral measure | time change | jump-diffusion process |
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