Highly accurate evaluation of European and American options under the Variance Gamma process Ariel Almendral-Vazquez Cornelis Oosterlee Publication details Journal: Journal of Computational Finance, vol. 01.10.2012, p. 21–40–20, Sunday 1. October 2006 International Standard Numbers: Printed: 1460-1559 Electronic: 1755-2850 Ariel Almendral Vazquez Senior Research Scientist You are here: Home Publications Scientific article Highly accurate evaluation of European and American options under the Variance Gamma process
