A note on the pricing of multivariate contingent claims under a transformed-gamma distribution
Crossref DOI link: https://doi.org/10.1007/s11147-015-9112-9
Published Online: 2015-06-30
Published Print: 2015-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Vitiello, Luiz
Rebelo, Ivonia
Text and Data Mining valid from 2015-06-30