Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options
| Year of publication: |
2010
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|---|---|
| Authors: | Cai, Ning ; Chen, Nan ; Wan, Xiangwei |
| Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 35.2010, 2 (20.5.), p. 412-438
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