Moments and Mellin transform of the asset price in Stein and Stein model and option pricing
Crossref DOI link: https://doi.org/10.1007/s10986-018-9380-9
Published Online: 2018-01-20
Published Print: 2018-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Jakubowski, Jacek
Michalik, Zofia
Wiśniewolski, Maciej
Text and Data Mining valid from 2018-01-01
Article History
Received: 31 May 2017
Revised: 14 October 2017
First Online: 20 January 2018