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Communications in Statistics - Simulation and Computation Volume 46, 2017 - Issue 3
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Original Articles

Laplace transform approach to option pricing for time-changed Brownian models

Yu XingSchool of Finance, Nanjing Audit University, Nanjing, P. R. ChinaCorrespondence[email protected]
&
Xiaoping YangSchool of Finance, Nanjing Audit University, Nanjing, P. R. China
Pages 2121-2137 | Received 17 Jan 2015, Accepted 23 Mar 2015, Published online: 24 Nov 2016

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Zhang Liu & Ping Chen. (2022) Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes. Communications in Statistics - Simulation and Computation 51:12, pages 7226-7245.
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Articles from other publishers (1)

JEAN-PHILIPPE AGUILAR. (2020) SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL. International Journal of Theoretical and Applied Finance 23:04, pages 2050025.
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