Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s00780-015-0277-8 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S00780-015-0277-8 / rank | |||
Normal rank | |||
Latest revision as of 07:12, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing |
scientific article |
Statements
Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (English)
0 references
9 November 2015
0 references
variance gamma process
0 references
distribution of maximum
0 references
path-dependent options
0 references
hypergeometric functions
0 references
0 references
