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A platform for research: civil engineering, architecture and urbanism
Multi-asset option pricing in incomplete market driven by multivariate normal tempered stable process
Multi-asset option pricing in incomplete market driven by multivariate normal tempered stable process
Multi-asset option pricing in incomplete market driven by multivariate normal tempered stable process
Yue, Jia (author) / Wang, Ming-hui (author) / Huang, Nan-jing (author)
Journal of nonlinear and convex analysis ; 18 ; 1153-1170
2017-01-01
18 pages
Article (Journal)
English
DDC:
515.7248
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