Analytical pricing of double-barrier options under a double-exponential jump diffusion process : applications of laplace transform
Year of publication: |
2004
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Authors: | Sepp, Artur |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 7.2004, 2, p. 151-175
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Subject: | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution |
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