Valuing Path-Dependent Options in the Variance-Gamma Model by Monte Carlo with a Gamma Bridge

AuthID
 P-00N-CSN
2
Author(s)
Webber, N
Tipo de Documento
Article
Year published
2003
Publicado
in The Journal of Computational Finance, ISSN: 1460-1559
Volume: 7, Número: 2, Páginas: 81-100
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ISSN: 1460-1559
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