Narrow search
Showing 1 - 2 of 2
Cover Image
On the perpetual American put options for level dependent volatility models with jumps
Bayraktar, Erhan - In: Quantitative Finance 11 (2009) 3, pp. 335-341
Persistent link: https://www.econbiz.de/10009208329
Cover Image
On the stickiness property
Bayraktar, Erhan; Sayit, Hasanjan - In: Quantitative Finance 10 (2010) 10, pp. 1109-1112
Persistent link: https://www.econbiz.de/10008675048