Perpetual barrier options in jump-diffusion models

Gapeev, P. V.ORCID logo (2007). Perpetual barrier options in jump-diffusion models. Stochastics: an International Journal of Probability and Stochastic Processes, 79(1), 139-154. https://doi.org/10.1080/17442500601086381
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Item Type Article
Copyright holders © 2007 Taylor & Francis
Departments LSE > Academic Departments > Mathematics
DOI 10.1080/17442500601086381
Date Deposited 29 Jan 2008
URI https://researchonline.lse.ac.uk/id/eprint/3225

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