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"An explicit closed-form analytical solution for European options under the ..."

Wenting Chen, Meiyu Du, Xiang Xu (2017)

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DOI: 10.1016/J.CNSNS.2016.05.026

access: closed

type: Journal Article

metadata version: 2020-09-05

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Wenting Chen, Meiyu Du, Xiang Xu:
An explicit closed-form analytical solution for European options under the CGMY model. Commun. Nonlinear Sci. Numer. Simul. 42: 285-297 (2017)

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