RETRACTED ARTICLE: The distribution of the maximum of a variance gamma process and path-dependent option pricing
Crossref DOI link: https://doi.org/10.1007/s00780-015-0277-8
Published Online: 2015-09-30
Published Print: 2015-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ivanov, Roman V.
Text and Data Mining valid from 2015-09-30
Version of Record valid from 2015-09-30
Article History
Received: 20 October 2014
Accepted: 22 May 2015
First Online: 30 September 2015