Fingerprint
Dive into the research topics of 'Closed-form approximations for basket option pricing under normal tempered stable Lévy model'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Closed-form approximations for basket option pricing under normal tempered stable Lévy model
Dongdong Hu, Hasanjan Sayit, Jing Yao*, Qifeng Zhong
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review