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"Numerical simulation of a Finite Moment Log Stable model for a European ..."

Hongmei Zhang et al. (2017)

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DOI: 10.1007/S11075-016-0212-X

access: closed

type: Journal Article

metadata version: 2022-09-12

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Hongmei Zhang, Fawang Liu, Ian W. Turner, Shanzhen Chen, Qianqian Yang:
Numerical simulation of a Finite Moment Log Stable model for a European call option. Numer. Algorithms 75(3): 569-585 (2017)

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