CaiCW09'

BibTeX

@article{DBLP:journals/orl/CaiCW09,
  author    = {Ning Cai and
               Nan Chen and
               Xiangwei Wan},
  title     = {Pricing double-barrier options under a flexible jump diffusion
               model},
  journal   = {Oper. Res. Lett.},
  volume    = {37},
  number    = {3},
  year      = {2009},
  pages     = {163-167},
  ee        = {http://dx.doi.org/10.1016/j.orl.2009.02.006},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}