Work

Laplace Transform Identities for Diffusions, with Applications to Rebates and Barrier Options

Year: 2007

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Hardy Hulley, Eckhard Platen

Institution: University of Technology Sydney

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3021397768

Cites:

Cited by: 1

Related to: 10