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Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001355949
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Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1998
Persistent link: https://www.econbiz.de/10001355935
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Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001392972