Two-sided boundary functionals for Kou process
arXiv:1311.1648
Abstract
In this paper the moment generating function of two-sided boundary functionals for double exponential jump diffusion processes are treated.
9 pages, 2 figures
arXiv:1311.1648
In this paper the moment generating function of two-sided boundary functionals for double exponential jump diffusion processes are treated.
9 pages, 2 figures