Valuation of European and American Options under Variance Gamma Process
2014 ◽
Vol 02
(11)
◽
pp. 1000-1008
◽
Ferry Jaya Permana
◽
Dharma Lesmono
◽
Erwinna Chendra
2020 ◽
Vol 40
(10)
◽
pp. 1548-1561
Hatem Ben‐Ameur
◽
Rim Chérif
◽
Bruno Rémillard
2006 ◽
Vol 10
(1)
◽
pp. 21-42
◽
Ariel Almendral
◽
Cornelis Oosterlee
2007 ◽
Vol 14
(2)
◽
pp. 131-152
◽
Ariel Almendral
◽
Cornelis W. Oosterlee
Markus Ulze
◽
Johannes Stadler
◽
Andreas.W. Rathgeber
Xiaofeng Yang
◽
Jinping Yu
◽
Shenghong Li
◽
Albert Jerry Cristoforo
2012 ◽
Vol 12
(1)
◽
pp. 75-87
◽
2013 ◽
Vol 10
(2)
◽
pp. 315-332
◽
Farzad Alavi Fard
◽
Ning Rong
2009 ◽
Vol 55
(3)
◽
pp. 483-496
◽
Vladimir K. Kaishev
◽
Dimitrina S. Dimitrova
1998 ◽
Vol 2
(1)
◽
pp. 79-105
◽
Dilip B. Madan
◽
Peter P. Carr
◽
Eric C. Chang
2015 ◽
Vol 19
(4)
◽
pp. 979-993