On American options under the Variance Gamma process Ariel Almendral-Vazquez Cornelis Oosterlee Publication details Journal: Applied Mathematical Finance, Monday 1. January 2007 Publisher: Taylor & Francis International Standard Numbers: Printed: 1350-486X Electronic: 1466-4313 Ariel Almendral Vazquez Senior Research Scientist You are here: Home Publications Scientific article On American options under the Variance Gamma process
