Congyin Fan, Kaili Xiang, Shanzhen Chen. Stock loan valuation based on the Finite Moment Log-Stable process. Computers & Mathematics with Applications, 75(2):374-387, 2018. [doi]
@article{FanXC18,
title = {Stock loan valuation based on the Finite Moment Log-Stable process},
author = {Congyin Fan and Kaili Xiang and Shanzhen Chen},
year = {2018},
doi = {10.1016/j.camwa.2017.09.015},
url = {https://doi.org/10.1016/j.camwa.2017.09.015},
researchr = {https://researchr.org/publication/FanXC18},
cites = {0},
citedby = {0},
journal = {Computers & Mathematics with Applications},
volume = {75},
number = {2},
pages = {374-387},
}