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"Pricing double-barrier options under a flexible jump diffusion model."

Ning Cai, Nan Chen, Xiangwei Wan (2009)

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DOI: 10.1016/J.ORL.2009.02.006

access: closed

type: Journal Article

metadata version: 2018-06-28

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  - journals/orl/CaiCW09
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  - https://dblp.org/rec/journals/orl/CaiCW09
Ning Cai, Nan Chen, Xiangwei Wan:
Pricing double-barrier options under a flexible jump diffusion model. Oper. Res. Lett. 37(3): 163-167 (2009)

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