This paper extends and refines the method of option pricing by frame projection of risk-neutral densities to incorporate general B-splines, including the cubic basis, and general payoff structures. We introduce a coefficient stabilization method which substantially improves convergence for...

Bilateral Gamma processes generalize the Variance Gamma process and allow to capture more precisely the differences between upward and downward moves of financial returns, notably in terms of jump speed, frequency, and size. Like in most other pure jump models, option pricing under Bilateral...