Perpetual barrier options in jump-diffusion models

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

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Identification Number: 10.1080/17442500601086381

Item Type:	Article
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:	15 Nov 2025 04:44
URI:	http://eprints.lse.ac.uk/id/eprint/3225

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