On some functionals of the first passage times in jump...

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On some functionals of the first passage times in jump models of stochastic volatility

Gapeev, Pavel V., Stoev, Yavor I.
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Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2019.1657023
Date:
September, 2019
File:
PDF, 1.72 MB
english, 2019
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