Pricing Equity Options under a Double Exponential Jump Diffusion Process in the presence of Stochastic Barrier

YOLCU OKUR Y., KOZPINAR SARI S., UĞUR Ö., EVCİN C.

Vienna Congress on Mathematical Finance - VCMF 2016, 12 - 14 September 2016, (Summary Text)

• Publication Type: Conference Paper / Summary Text
• Middle East Technical University Affiliated: Yes