Pricing double-barrier options under a flexible jump diffusion model (Q833566): Difference between revisions

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+Pricing Options With Curved Boundaries<sup>1</sup>
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+PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
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+Pricing double barrier options using Laplace transforms
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+Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model
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+On the controversy over tailweight of distributions.
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+The Fourier-series method for inverting transforms of probability distributions
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+Multidimensional transform inversion with applications to the transient \(M/G/1\) queue
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+ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM
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+A Jump-Diffusion Model for Option Pricing
@@ Property / cites work: A Jump-Diffusion Model for Option Pricing / rank @@
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+First passage times of a jump diffusion process
@@ Property / cites work: First passage times of a jump diffusion process / rank @@
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+Q4340161
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+An extension of the Euler Laplace transform inversion algorithm with applications in option pricing.
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