scholarly journals Barrier Options Under Lévy Processes: A Simple Short-Cut

2013 ◽  
Author(s):  
José Fajardo
2017 ◽  
Vol 75 ◽  
pp. 167-183 ◽  
Author(s):  
Guanghua Lian ◽  
Song-Ping Zhu ◽  
Robert J. Elliott ◽  
Zhenyu Cui

2009 ◽  
Vol 13 (4) ◽  
pp. 531-562 ◽  
Author(s):  
Oleg Kudryavtsev ◽  
Sergei Levendorskiǐ

2002 ◽  
Vol 12 (4) ◽  
pp. 1261-1298 ◽  
Author(s):  
Svetlana Boyarchenko ◽  
Sergei Levendorskiĭ

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