Pricing Path-Dependent Options with Discrete Monitoring under Time-Changed Lévy Processes

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Publication:4682477

DOI10.1080/1350486X.2014.960529zbMath1396.91769OpenAlexW3122214056MaRDI QIDQ4682477

Yuji Umezawa, Akira Yamazaki

Publication date: 18 September 2018

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1350486x.2014.960529




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