Gapeev, Pavel V. ORCID: 0000-0002-1346-2074
(2007)
Perpetual barrier options in jump-diffusion models.
Stochastics: an International Journal of Probability and Stochastic Processes, 79 (1).
pp. 139-154.
ISSN 1744-2508
Identification Number: 10.1080/17442500601086381
Item Type: | Article |
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Official URL: | http://www.informaworld.com/1744-2508 |
Additional Information: | © 2007 Taylor & Francis |
Divisions: | Mathematics |
Subjects: | H Social Sciences > HA Statistics |
Date Deposited: | 29 Jan 2008 |
Last Modified: | 31 Jan 2025 17:45 |
URI: | http://eprints.lse.ac.uk/id/eprint/3225 |
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