Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models
Crossref DOI link: https://doi.org/10.1007/s40590-016-0104-z
Published Online: 2016-03-07
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kudryavtsev, Oleg
Text and Data Mining valid from 2016-03-07