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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

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Item Type: Article
Official URL: http://www.informaworld.com/1744-2508
Additional Information: © 2007 Taylor & Francis
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Departments > Mathematics
Research centres and groups > Computational, Discrete and Applicable Mathematics@LSE (CDAM)
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 29 Jan 2008
URL: http://eprints.lse.ac.uk/3225/

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