The double barrier problem with double exponential jump diffusion

Esunge, Julius; Pärna, Kalev; Teneng, Dean (2017). The double barrier problem with double exponential jump diffusion. Communications on Stochastic Analysis, 11 (4), 533−544.10.31390/cosa.11.4.08.
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Esunge, Julius; Pärna, Kalev; Teneng, Dean
  • Inglise
Communications on Stochastic Analysis
0973-9599
11
4
2017
533544
Ilmunud
1.1. Teadusartiklid, mis on kajastatud Web of Science andmebaasides Science Citation Index Expanded, Social Sciences Citation Index, Arts & Humanities Citation Index ja/või andmebaasis Scopus (v.a. kogumikud)
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dx.doi.org/10.31390/cosa.11.4.08

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