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Numerical Algorithms
Published in: Numerical Algorithms 3/2017

27-10-2016 | Original Paper

Numerical simulation of a Finite Moment Log Stable model for a European call option

Authors: H. Zhang, F. Liu, I. Turner, S. Chen, Q. Yang

Published in: Numerical Algorithms | Issue 3/2017

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previous article On the convergence of Newton-like methods using restricted domains
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Metadata
Title
Numerical simulation of a Finite Moment Log Stable model for a European call option
Authors
H. Zhang
F. Liu
I. Turner
S. Chen
Q. Yang
Publication date
27-10-2016
Publisher
Springer US
Published in
Numerical Algorithms / Issue 3/2017
Print ISSN: 1017-1398
Electronic ISSN: 1572-9265
DOI
https://doi.org/10.1007/s11075-016-0212-x

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