Gapeev, Pavel V. - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
SFB 649 Discussion Paper 2006-058
Perpetual Barrier Options
in Jump-Diffusion Models
Pavel … estimates with applications to
classification" by Denis Belomestny and Vladimir Spokoiny, April 2006.
037 "A jump-diffusion … Barrier Options in Jump-Diffusion Models" by Pavel V.
Gapeev, September 2006.
SFB 649, Spandauer Straße 1, D-10178 …