Prices and sensitivities of barrier and first-touch digital options in Lévy-driven models

von Boyarchenko, Mitya
Veröffentlicht in International journal of theoretical and applied finance (2009)

Double barrier options in regime-switching hyper-exponential jump-diffusion models

von Boyarchenko, Mitya
Veröffentlicht in International journal of theoretical and applied finance (2011)

Valuation of continuously monitored double barrier options and related securities

von Boyarchenko, Mitya
Veröffentlicht in Mathematical finance (2012)

Prices of barrier and first-touch digital options in Lévy-driven models, near barrier

von Boyarchenko, Mitya
Veröffentlicht in International journal of theoretical and applied finance (2011)