"Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps ..."

Ning Cai, Nan Chen, Xiangwei Wan (2010)

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DOI: 10.1287/MOOR.1100.0447

access: closed

type: Journal Article

metadata version: 2018-06-28

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Ning Cai, Nan Chen, Xiangwei Wan:
Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options. Math. Oper. Res. 35(2): 412-437 (2010)

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