Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation

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Publication:2208163

DOI10.1016/J.CNSNS.2020.105345OpenAlexW3027039634MaRDI QIDQ2208163

Hazhir Aliahmadi, Hamid Khaloozadeh, Mahsan Tavakoli-Kakhki

Publication date: 23 October 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2020.105345




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