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

Date

2016-09-12

Author

Yolcu Okur, Yeliz
Kozpınar Sarı, Sinem
Uğur, Ömür
Evcin, Cansu

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https://hdl.handle.net/11511/78392

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Citation Formats

Y. Yolcu Okur, S. Kozpınar Sarı, Ö. Uğur, and C. Evcin, “Pricing Equity Options under a Double Exponential Jump Diffusion Process in the presence of Stochastic Barrier,” 2016, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/78392.