Option Pricing Using Variance Gamma Markov Chains
| Year of publication: |
2001
|
|---|---|
| Authors: | Konikov, Mikhail ; Madan, Dilip B. |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 5.2001, 1, p. 81
|