Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options

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. [doi]

Abstract

Abstract is missing.