Perpetual barrier options in jump-diffusion models

Gapeev, Pavel V.

(2007) Perpetual barrier options in jump-diffusion models. Stochastics: an International Journal of Probability and Stochastic Processes, 79 (1). pp. 139-154. ISSN 1744-2508

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Item Type	Article
Departments	Mathematics
DOI	10.1080/17442500601086381
Date Deposited	29 Jan 2008
URI	https://researchonline.lse.ac.uk/id/eprint/3225

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Gapeev, Pavel V.

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http://www.informaworld.com/smpp/content~db=all?content=10.1080/17442500601086381 (Publisher)
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