Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626): Difference between revisions
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Revision as of 19:28, 19 March 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| English | Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing |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Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (English)
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9 November 2015
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variance gamma process
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distribution of maximum
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path-dependent options
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hypergeometric functions
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