"Pricing double-barrier options under a flexible jump diffusion model."

Ning Cai, Nan Chen, Xiangwei Wan (2009)

> Home

Details and statistics

DOI: 10.1016/J.ORL.2009.02.006

access: closed

type: Journal Article

metadata version: 2025-03-03

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/orl/CaiCW09
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/orl/CaiCW09
Ning Cai, Nan Chen, Xiangwei Wan:
Pricing double-barrier options under a flexible jump diffusion model. Oper. Res. Lett. 37(3): 163-167 (2009)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.