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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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:	11 Dec 2024 23:11
URI:	http://eprints.lse.ac.uk/id/eprint/3225

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