Accurate Evaluation of European and American Options Under the CGMY Process Publication details Journal: SIAM Journal on Scientific Computing, vol. 29.01.2012, p. 93–117, Thursday 1. February 2007 International Standard Numbers: Printed: 1064-8275 Electronic: 1095-7197 You are here: Home Publications Scientific article Accurate Evaluation of European and American Options Under the CGMY Process