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~institution:"Society for Computational Economics - SCE"
~isPartOf:"Computing in Economics and Finance 2003"
~subject:"Variance-gamma"
~subject:"option pricing"
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Society for Computational Economics - SCE
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Computing in Economics and Finance 2003
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Valuing Path Dependent Options in the Variance-Gamma Model by Monte Carlo with a Gamma Bridge
Webber, Nick
;
Ribeiro, Claudia
-
Society for Computational Economics - SCE
-
2003
Persistent link: https://www.econbiz.de/10005170606
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A Numerical Solution to American Style Options on Commodities
Burrage, Kevin
;
Alcock, Jamie
;
Barbu, Monica
-
Society for Computational Economics - SCE
-
2003
Persistent link: https://www.econbiz.de/10005537812
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