Commun. Math. Anal.
Volume 14, Number 2 (2013), 40 - 66
Asymptotics of European Double-Barrier Option with Compound Poisson Component
Asymptotics of European Double-Barrier Option with Compound Poisson Component
Commun. Math. Anal.
Volume 14, Number 2 (2013), 40 - 66
Asymptotics of European Double-Barrier Option with Compound Poisson Component