Özge Tekin

Graduate School of Applied Mathematics
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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