Narrow search
Showing 1 - 4 of 4
Cover Image
Barrier option pricing by branching processes
Mitov, Georgi K.; Račev, Svetlozar T.; Kim, Young Shin; … - In: International journal of theoretical and applied finance 12 (2009) 7, pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Cover Image
Semi-static hedging of barrier options under poisson jumps
Carr, Peter - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Cover Image
Hedging under the Heston model with jump-to-default
Carr, Peter; Schoutens, Wim - In: International journal of theoretical and applied finance 11 (2008) 4, pp. 403-414
Persistent link: https://www.econbiz.de/10003746726
Cover Image
Option pricing in markets with informed traders
Hu, Yuan; Shirvani, Abootaleb; Stoyanov, Stoyan V.; … - In: International journal of theoretical and applied finance 23 (2020) 6, pp. 1-32
Persistent link: https://www.econbiz.de/10012496747