Dynamic programming for valuing American options under a variance‐gamma process
| Year of publication: |
2020
|
|---|---|
| Authors: | Ben‐Ameur, Hatem ; Chérif, Rim ; Rémillard, Bruno |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 40.2020, 10 (03.07.), p. 1548-1561
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.22148 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012273038