Moments and Mellin transform of the asset price in Stein...

Moments and Mellin transform of the asset price in Stein and Stein model and option pricing

Jakubowski, Jacek, Michalik, Zofia, Wiśniewolski, Maciej
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Volume:
58
Language:
english
Journal:
Lithuanian Mathematical Journal
DOI:
10.1007/s10986-018-9380-9
Date:
January, 2018
File:
PDF, 311 KB
english, 2018
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