Pricing double-barrier options under a flexible jump diffusion model

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Publication:833566

DOI10.1016/j.orl.2009.02.006zbMath1187.91208OpenAlexW1973658242MaRDI QIDQ833566

Xiangwei Wan, Nan Chen, Ning Cai

Publication date: 14 August 2009

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2009.02.006



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