Author:
Boyarchenko Svetlana I.,Levendorskii Sergei Z.
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference45 articles.
1. Exit problems for spectrally negative L�vy processes and applications to (Canadized) Russian options;F Avram;Annals of Applied Probability,2004
2. Double barrier options in regime-switching hyper-exponential jumpdiffusion models;M Boyarchenko;International Journal of Theoretical and Applied Finance,2011
3. Prices of barrier and first-touch digital options in L�vy-driven models, near barrier;M Boyarchenko;International Journal of Theoretical and Applied Finance,2011
4. Prices and sensitivities of barrier and first-touch digital options in L�vy-driven models;M Boyarchenko;International Journal of Theoretical and Applied Finance,2009
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献