Distribution of occupation times for constant elasticity of...

Distribution of occupation times for constant elasticity of variance diffusion and the pricing of α -quantile options

Sun Leung, Kwai, Kwok, Yue Kuen
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Volume:
7
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680600895021
Date:
February, 2007
File:
PDF, 180 KB
english, 2007
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