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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 79, 2007 - Issue 1-2: Optimal Stopping and Applications Part I
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Original Articles

Perpetual barrier options in jump-diffusion models

Pavel V. Gapeev Institute of Control Sciences, Russian Academy of Sciences, Profsoyuznaya Street 65, 117997, Moscow, RussiaCorrespondence[email protected]
Pages 139-154 | Received 31 May 2006, Accepted 25 Oct 2006, Published online: 05 Nov 2008

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