Pricing occupation-time options in a mixed-exponential jump-diffusion   model
  In this short paper, in order to price occupation-time options, such as (double-barrier) step options and quantile options, we derive various joint distributions of a mixed-exponential jump-diffusion process and its occupation times of intervals. 
Djilali Ait Aoudia, Jean-Fran\c{c}ois Renaud
math.PR q-fin.MF