Highly accurate evaluation of European and American options under the Variance Gamma process

Publikasjonsdetaljer

• Journal: Journal of Computational Finance, vol. 01.10.2012, p. 21–40–20, Sunday 1. October 2006
• Internasjonale standardnumre:
  • Trykt: 1460-1559
  • Elektronisk: 1755-2850