Accurate Evaluation of European and American Options Under the CGMY Process

Publikasjonsdetaljer

• Journal: SIAM Journal on Scientific Computing, vol. 29.01.2012, p. 93–117–25, Thursday 1. February 2007
• Utgiver: Society for Industrial and Applied Mathematics
• Internasjonale standardnumre:
  • Trykt: 1064-8275
  • Elektronisk: 1095-7197