"Stock loan valuation based on the Finite Moment Log-Stable process."

Congyin Fan, Kaili Xiang, Shanzhen Chen (2018)

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DOI: 10.1016/J.CAMWA.2017.09.015

access: closed

type: Journal Article

metadata version: 2020-02-17

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Congyin Fan, Kaili Xiang, Shanzhen Chen:
Stock loan valuation based on the Finite Moment Log-Stable process. Comput. Math. Appl. 75(2): 374-387 (2018)

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