Pricing double-barrier options under a flexible jump diffusion model
Ning Cai, Nan Chen, Xiangwei Wan
| Year of publication: |
2009
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|---|---|
| Authors: | Cai, Ning ; Chen, Nan ; Wan, Xiangwei |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 37.2009, 3, p. 163-167
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| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003903887