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Pricing of Parisian options for a jump-diffusion model with two-sided jumps
Albrecher, Hansjörg; Kortschak, Dominik; Zhou, Xiaowen - In: Applied mathematical finance 19 (2012) 1/2, pp. 97-129
Persistent link: https://www.econbiz.de/10009561239
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Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps
Albrecher, Hansjrg; Kortschak, Dominik; Zhou, Xiaowen - In: Applied mathematical finance 19 (2012) 2, pp. 97-130
Persistent link: https://www.econbiz.de/10009843500
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Pricing occupation-time options in a mixed-exponential jump-diffusion model
Aoudia, Djilali Ait; Renaud, Jean-François - In: Applied mathematical finance 23 (2016) 1/2, pp. 1-21
Persistent link: https://www.econbiz.de/10011546980