Retraction note to: ``The distribution of the maximum of a variance gamma process and path-dependent option pricing

DOI10.1007/S00780-016-0296-0zbMATH Open1370.60093OpenAlexW4253235830MaRDI QIDQ309177

Roman Ivanov

Publication date: 7 September 2016

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-016-0296-0

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Extreme value theory; extremal stochastic processes (60G70) Financial applications of other theories (91G80) Generalized hypergeometric series, ({}_pF_q) (33C20)

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