The Multivariate Variance Gamma Model: Basket Option Pricing and Calibration
2015 ◽
Vol 16
(4)
◽
pp. 555-572
◽
2018 ◽
Vol 21
(04)
◽
pp. 1850018
◽
Keyword(s):
Keyword(s):
2018 ◽
Vol 35
(1-2)
◽
pp. 23-33
◽
2010 ◽
Vol 14
(3)
◽
pp. 263-282
◽
Keyword(s):
2019 ◽
Vol 22
(3)
◽
pp. 1169-1191