Highly Accurate Evaluation of European and American Options Under the Variance Gamma Process

A Almendral, CW Oosterlee

Research output: Contribution to journalArticleScientific

Original languageUndefined/Unknown
Pages (from-to)21-42
Number of pages22
JournalThe Journal of Computational Finance
Issue number1
Publication statusPublished - 2006


  • professional journal papers
  • Vakpubl., Overig wet. > 3 pag

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