Analytical Pricing of Double-Barrier Options under a Double-Exponential Jump Diffusion Process

Artur Sepp, magistrikraad (teaduskraad), 2003, (juh) Kalev Pärna; Raul Kangro, Analytical Pricing of Double-Barrier Options under a Double-Exponential Jump Diffusion Process, Tartu Ülikool, Matemaatika-informaatikateaduskond.
Artur Sepp
magistrikraad (teaduskraad)
Kaitstud
Ei
1.09.2000
2003
Inglise
Analytical Pricing of Double-Barrier Options under a Double-Exponential Jump Diffusion Process