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 @@
-Normal rank
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+Wen-Ting Chen
@@ Property / author: Wen-Ting Chen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cnsns.2016.05.026
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+W2414938837
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@@ Property / cites work @@
+Accurate Evaluation of European and American Options Under the CGMY Process
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@@ links / mardi / name / links / mardi / name @@
+Publication:2004808