An explicit closed-form analytical solution for European options under the CGMY model (Q2004808): Difference between revisions

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+Wen-Ting Chen
@@ Property / author: Wen-Ting Chen / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.cnsns.2016.05.026
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+W2414938837
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