The Distribution of the Maximum of a Variance Gamma Process and Path-dependent Option Pricing
- Type
- Retraction
- Notice date
- 3/29/2016 0:00
- Journal
- Finance and Stochastics
- Publisher
- Springer
- Notice DOI
- 10.1007/s00780-016-0296-0
- Original paper DOI
- 10.1007/s00780-015-0277-8
Reasons
- Concerns/Issues about Data
- Concerns/Issues about Results and/or Conclusions
- Error in Data
- Error in Results and/or Conclusions