Numerical simulation of a finite moment log stable model for a European call option

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Publication:2407863

DOI10.1007/s11075-016-0212-xzbMath1378.91126OpenAlexW2545450475MaRDI QIDQ2407863

Hongmei Zhang, Qianqian Yang, Shanzhen Chen, Fawang Liu, Ian W. Turner

Publication date: 6 October 2017

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://eprints.qut.edu.au/103539/14/103539.pdf




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