Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626)
From MaRDI portal
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| English | Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing |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Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (English)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
