Xu Guo, Yutian Li, Hong Wang. Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process. Computers & Mathematics with Applications, 76(6):1500-1514, 2018. [doi]
@article{GuoLW18-2,
title = {Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process},
author = {Xu Guo and Yutian Li and Hong Wang},
year = {2018},
doi = {10.1016/j.camwa.2018.07.002},
url = {https://doi.org/10.1016/j.camwa.2018.07.002},
researchr = {https://researchr.org/publication/GuoLW18-2},
cites = {0},
citedby = {0},
journal = {Computers & Mathematics with Applications},
volume = {76},
number = {6},
pages = {1500-1514},
}