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Pricing path-dependent options with jump risk via Laplace transforms
Kou, Steven; Petrella, Giovanni; Wang, Hui - In: The Kyoto economic review 74 (2005) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003379381
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Numerical pricing of discrete barrier and lookback options via Laplace transforms
Petrella, Giovanni; Kou, Steven - In: The journal of computational finance 8 (2004) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10002390569
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Do firms get what they pay for? : a second thought on over-allotment option in IPOs
Bajo, Emanuele; Barbi, Massimiliano; Petrella, Giovanni - In: The quarterly review of economics and finance : journal … 63 (2017), pp. 219-232
Persistent link: https://www.econbiz.de/10011792027