Numerical simulation of a Finite Moment Log Stable model for a European call option

H. Zhang, F. Liu, Ian W. Turner, S. Chen, Q. Yang. Numerical simulation of a Finite Moment Log Stable model for a European call option. Numerical Algorithms, 75(3):569-585, 2017. [doi]

Authors

H. Zhang

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F. Liu

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Ian W. Turner

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S. Chen

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Q. Yang

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