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Pricing multi-asset options with tempered stable distributions

Crossref DOI link: https://doi.org/10.1186/s40854-024-00649-9

Published Online: 2024-08-20

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Xia, Yunfei http://orcid.org/0009-0007-8537-3162
Grabchak, Michael
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Text and Data Mining valid from 2024-08-20

Version of Record valid from 2024-08-20
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Article History

Received: 15 June 2023

Accepted: 18 March 2024

First Online: 20 August 2024

Declarations

:

: The authors do not have any confict of interest to declare.