Pricing and hedging barrier options under a...

International Review of Economics & Finance 2017 / 11

Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model

Chen, Son-Nan, Hsu, Pao-Peng
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
International Review of Economics & Finance
DOI:
10.1016/j.iref.2017.11.003
Date:
November, 2017
File:
PDF, 1.05 MB
english, 2017
Conversion to is in progress
Conversion to is failed