Pricing stock loans under the L$ \acute{e} $vy-$ \alpha $-stable process with jumps

Congyin Fan, Wenting Chen, Bing Feng. Pricing stock loans under the L$ \acute{e} $vy-$ \alpha $-stable process with jumps. NHM, 18(1):191-211, 2022. [doi]

Authors

Congyin Fan

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Wenting Chen

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Bing Feng

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