2 results
Option pricing under a double-exponential jump-diffusion model with varying severity of jumps
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
- Published online by Cambridge University Press:
- 10 January 2023, pp. 39-64
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- Article
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Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic
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- Journal:
- Journal of Applied Probability / Volume 54 / Issue 1 / March 2017
- Published online by Cambridge University Press:
- 04 April 2017, pp. 304-319
- Print publication:
- March 2017
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