Davood Ahmadian and Luca Vincenzo Ballestra: A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion. (2015)
journals/ijcm/AhmadianB15
10.1080/00207160.2014.986114
A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion.
2
2310-2328
Int. J. Comput. Math.
Int. J. Comput. Math.
92
11
2015
provenance information for RDF data of dblp record 'journals/ijcm/AhmadianB15'
2021-08-22T00:19:25+0200