Y. YOLCU OKUR Et Al. , "Pricing Equity Options under a Double Exponential Jump Diffusion Process in the presence of Stochastic Barrier," Vienna Congress on Mathematical Finance - VCMF 2016 , 2016
YOLCU OKUR, Y. Et Al. 2016. Pricing Equity Options under a Double Exponential Jump Diffusion Process in the presence of Stochastic Barrier. Vienna Congress on Mathematical Finance - VCMF 2016 .
YOLCU OKUR, Y., KOZPINAR SARI, S., UĞUR, Ö., & EVCİN, C., (2016). Pricing Equity Options under a Double Exponential Jump Diffusion Process in the presence of Stochastic Barrier . Vienna Congress on Mathematical Finance - VCMF 2016
YOLCU OKUR, YELİZ Et Al. "Pricing Equity Options under a Double Exponential Jump Diffusion Process in the presence of Stochastic Barrier," Vienna Congress on Mathematical Finance - VCMF 2016, 2016
YOLCU OKUR, YELİZ Y. Et Al. "Pricing Equity Options under a Double Exponential Jump Diffusion Process in the presence of Stochastic Barrier." Vienna Congress on Mathematical Finance - VCMF 2016 , 2016
YOLCU OKUR, Y. Et Al. (2016) . "Pricing Equity Options under a Double Exponential Jump Diffusion Process in the presence of Stochastic Barrier." Vienna Congress on Mathematical Finance - VCMF 2016 .
@conferencepaper{conferencepaper, author={YELİZ YOLCU OKUR Et Al. }, title={Pricing Equity Options under a Double Exponential Jump Diffusion Process in the presence of Stochastic Barrier}, congress name={Vienna Congress on Mathematical Finance - VCMF 2016}, city={}, country={}, year={2016}}