Computation of Greeks for asset price dynamics driven by stable and tempered stable processes
| Year of publication: |
2013
|
|---|---|
| Authors: | Kawai, Reiichiro ; Takeuchi, Atsushi |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 8 (1.8.), p. 1303-1316
|