Multinomial Method for Option Pricing Under Variance Gamma

AuthID
P-00Q-CJH
2
Author(s)
Cantarutti, N
·
Document Type
Article
Year published
2019
Published
in INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, ISSN: 0020-7160
Volume: 96, Issue: 6, Pages: 1087-1106 (20)
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Publication Identifiers
Wos: WOS:000462172900001
Source Identifiers
ISSN: 0020-7160
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