On American options under the Variance Gamma process
Year of publication: |
2007
|
---|---|
Authors: | Almendral, Ariel ; Oosterlee, Cornelis W. |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 14.2007, 2, p. 131-152
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
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