Tempered stable process, first passage time, and path-dependent option pricing
Crossref DOI link: https://doi.org/10.1007/s10287-018-0326-9
Published Online: 2018-06-26
Published Print: 2019-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kim, Young Shin http://orcid.org/0000-0002-3401-529X
Text and Data Mining valid from 2018-06-26
Article History
Received: 22 September 2017
Accepted: 13 June 2018
First Online: 26 June 2018