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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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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: 04 Jan 2024 20:54
URI: http://eprints.lse.ac.uk/id/eprint/3225

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