Cite
HARVARD Citation
Ait Aoudia, D. et al. (2016). Pricing Occupation-Time Options in a Mixed-Exponential Jump-Diffusion Model. Applied mathematical finance. 23 (1), pp. 1-21. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Ait Aoudia, D. et al. (2016). Pricing Occupation-Time Options in a Mixed-Exponential Jump-Diffusion Model. Applied mathematical finance. 23 (1), pp. 1-21. [Online].