Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model
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2003 ◽
Vol 7
(2)
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pp. 81-100
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2015 ◽
Vol 16
(4)
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pp. 555-572
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2018 ◽
Vol 21
(04)
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pp. 1850018
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2018 ◽
Vol 35
(1-2)
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pp. 23-33
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2010 ◽
Vol 14
(3)
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pp. 263-282
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