vix.ing · top · new · best · stats · spec

Joon-Yong Choi

  1. Occupation Times for Time-changed Processes with Applications to\n Parisian Options
    2021/10/14 by Joon-Yong Choi, Choi, Joonyong, David Clancy +1 · 1 citation
    Economics, Econometrics and Finance · #26A33 #60G17 #60J55 #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications