Özge Tekin

E-mail

teozge@metu.edu.tr

Department

Graduate School of Applied Mathematics

ORCID

0000-0003-4198-1290

Pricing Stochastic Barrier Options in Presence of Jumps Kozpınar Sarı, Sinem; Yolcu Okur, Yeliz; Tekin, Özge; Uğur, Ömür (2015-05-16) We consider the problem of hedging a contingent claim, in a market where prices of traded assets can undergo jumps, by trading in the underlying asset and a set of traded options. We give a general expression for the hedgi...

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