Highly accurate evaluation of European and American options under the Variance Gamma process
2006 ◽
Vol 10
(1)
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pp. 21-42
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2014 ◽
Vol 02
(11)
◽
pp. 1000-1008
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Keyword(s):
2007 ◽
Vol 14
(2)
◽
pp. 131-152
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Keyword(s):
Keyword(s):
Keyword(s):
Keyword(s):