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~isPartOf:"International journal of theoretical and applied finance"
~person:"Boyarchenko, Mitya"
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Prices and sensitivities of barrier and first-touch digital options in Lévy-driven models
Boyarchenko, Mitya
;
Levendorskiĭ, Sergei
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1125-1170
Persistent link: https://www.econbiz.de/10003946581
Saved in:
2
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
3
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
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