Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626)
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scientific article; zbMATH DE number 6505833
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing |
scientific article; zbMATH DE number 6505833 |
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Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (English)
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9 November 2015
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variance gamma process
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distribution of maximum
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path-dependent options
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hypergeometric functions
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0.9702271
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0.8482982
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0.8205718
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0.8186784
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0.8140627
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0.81250525
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