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

Overview of attention for article published in Computational Management Science, June 2018

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First Passage Time for Tempered Stable Process and Its Application to Perpetual American Option and Barrier Option Pricing. (arXiv:1801.09362v1 [https://t.co/V5H1v2tyat]) https://t.co/bWDdWEKlaR #econophysis

30 Jan 2018

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RT @QFinancePapers: First Passage Time for Tempered Stable Process and Its Application to Perpetual American Option and Barrier Option Pric…

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RT @BMouler: First Passage Time for Tempered Stable Process and Its Application to Perpetual American Option and Barrier Option Pricing. (a…

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Research: First Passage Time for Tempered Stable Process and Its Application to Perpetual American Option and Barrier Option Pricing. (arXiv:1801.09362v1 [https://t.co/HpLZI61UOd]) https://t.co/J2m0qNFUYE

30 Jan 2018

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First Passage Time for Tempered Stable Process and Its Application to Perpetual American Option and Barrier Option Pricing. https://t.co/H1ZflhT6e3

30 Jan 2018

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First Passage Time for Tempered Stable Process and Its Application to Perpetual American Option and Barrier Option Pricing. (arXiv:1801.09362v1 [https://t.co/h9mVzMZf4T]) https://t.co/2pyZmZwgzj #quant #finance

30 Jan 2018

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