2024-03-29T00:29:22Z
https://oai.zbmath.org/v1/
oai:zbmath.org:5595305
2009-08-14T11:46:41Z
44
60
91
Cai, Ning; Chen, Nan; Wan, Xiangwei
2009
5595305
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/05595305
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Oper. Res. Lett. 37, No. 3, 163-167 (2009).
91G20; 60J75; 44A10; 91G60
Pricing double-barrier options under a flexible jump diffusion model
j