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"Tempered stable process, first passage time, and path-dependent option ..."

Young Shin Kim (2019)

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DOI: 10.1007/S10287-018-0326-9

access: closed

type: Journal Article

metadata version: 2020-05-10

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Young Shin Kim:
Tempered stable process, first passage time, and path-dependent option pricing. Comput. Manag. Sci. 16(1-2): 187-215 (2019)

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