Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk

Author: Leisen D.P.J.  

Publisher: Springer Publishing Company

ISSN: 1382-6662

Source: European Finance Review, Vol.3, Iss.3, 1999-01, pp. : 319-342

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract