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

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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

Publication Type: Conference Paper / Summary Text