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"The Kolmogorov forward fractional partial differential equation for the ..."

Lars Josef Höök, Gustav Ludvigsson, Lina von Sydow (2018)

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DOI: 10.1016/J.CAMWA.2018.08.028

access: closed

type: Journal Article

metadata version: 2023-08-28

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Lars Josef Höök, Gustav Ludvigsson, Lina von Sydow:
The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing. Comput. Math. Appl. 76(10): 2330-2344 (2018)

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