Additive logistic processes in option pricing
Crossref DOI link: https://doi.org/10.1007/s00780-021-00461-8
Published Online: 2021-09-03
Published Print: 2021-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Carr, Peter
Torricelli, Lorenzo
Funding for this research was provided by:
Università degli Studi di Parma
Text and Data Mining valid from 2021-09-03
Version of Record valid from 2021-09-03
Article History
Received: 22 September 2020
Accepted: 11 June 2021
First Online: 3 September 2021