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"Tempered fractional diffusion equations for pricing multi-asset options ..."

Xu Guo, Yutian Li, Hong Wang (2018)

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DOI: 10.1016/J.CAMWA.2018.07.002

access: closed

type: Journal Article

metadata version: 2021-10-04

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Xu Guo, Yutian Li, Hong Wang:
Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process. Comput. Math. Appl. 76(6): 1500-1514 (2018)

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