DOI: 10.1016/j.iref.2018.10.002

Paper Summary:

Title: Pricing discrete barrier options under jump-diffusion model with liquidity risk

Author(s): Li, Zhe; Zhang, Wei-Guo; Liu, Yong-Jun; Zhang, Yue

Year: 2019

DOI: 10.1016/j.iref.2018.10.002

URL: https://doi.org/10.1016/j.iref.2018.10.002

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