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]
@article{AliahmadiTK20,
title = {Option pricing under finite moment log stable process in a regulated market: A generalized fractional path integral formulation and Monte Carlo based simulation},
author = {Hazhir Aliahmadi and Mahsan Tavakoli-Kakhki and Hamid Khaloozadeh},
year = {2020},
doi = {10.1016/j.cnsns.2020.105345},
url = {https://doi.org/10.1016/j.cnsns.2020.105345},
researchr = {https://researchr.org/publication/AliahmadiTK20},
cites = {0},
citedby = {0},
journal = {Commun. Nonlinear Sci. Numer. Simul.},
volume = {90},
pages = {105345},
}