D. Ahmadian, Luca Vincenzo Ballestra. A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion. Int. J. Comput. Math., 92(11):2310-2328, 2015. [doi]
@article{AhmadianB15,
title = {A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion},
author = {D. Ahmadian and Luca Vincenzo Ballestra},
year = {2015},
doi = {10.1080/00207160.2014.986114},
url = {http://dx.doi.org/10.1080/00207160.2014.986114},
researchr = {https://researchr.org/publication/AhmadianB15},
cites = {0},
citedby = {0},
journal = {Int. J. Comput. Math.},
volume = {92},
number = {11},
pages = {2310-2328},
}