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