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Option pricing under finite moment log stable process in a regulated market: A generalized fractional path integral formulation and Monte Carlo based simulation

Hazhir Aliahmadi, Mahsan Tavakoli-Kakhki, Hamid Khaloozadeh. Option pricing under finite moment log stable process in a regulated market: A generalized fractional path integral formulation and Monte Carlo based simulation. Commun. Nonlinear Sci. Numer. Simul., 90:105345, 2020. [doi]

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