Occupation times of Lévy-driven Ornstein–Uhlenbeck processes with two-sided exponential jumps and applications
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
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4. Pricing step options under the CEV and other solvable diffusion models;Campolieti;Int. J. Theor. Appl. Finance,2013
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