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Double Barrier Hitting Time Distribution of a Mean-reverting Lognormal Process and Its Application to Pricing Exotic Options.
Chi-Fai Lo
T. K. Chung
Cho-Hoi Hui
Published in:
World Congress on Engineering (2007)
Keyphrases
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image segmentation
probability distribution
power law
real time
databases
computer vision
expert systems
markov chain
diffusion process