Cookies?
Library Header Image
LSE Research Online LSE Library Services

Perpetual barrier options in jump-diffusion models

Gapeev, Pavel V. (2007) Perpetual barrier options in jump-diffusion models. Stochastics: an International Journal of Probability and Stochastic Processes, 79 (1 & 2). pp. 139-154. ISSN 1744-2508

Full text not available from this repository.

Identification Number: 10.1080/17442500601086381
Item Type: Article
Official URL: http://www.informaworld.com/1744-2508
Additional Information: © 2007 Taylor & Francis
Subjects: H Social Sciences > HA Statistics
Sets: Departments > Mathematics
Research centres and groups > Computational, Discrete and Applicable Mathematics@LSE (CDAM)
Date Deposited: 29 Jan 2008
Last Modified: 01 Oct 2010 08:49
URI: http://eprints.lse.ac.uk/id/eprint/3225

Actions (login required)

View Item View Item