Tempered stable process, first passage time, and path-dependent option pricing.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/cms/Kim19
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dcterms:
bibliographicCitation
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http://dblp.uni-trier.de/rec/bibtex/journals/cms/Kim19
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dc:
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https://dblp.l3s.de/d2r/resource/authors/Young_Shin_Kim
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http://dx.doi.org/doi.org%2F10.1007%2Fs10287-018-0326-9
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2019
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Tempered stable process, first passage time, and path-dependent option pricing.
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Tempered stable process, first passage time, and path-dependent option pricing.
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