Multinomial Method for Option Pricing Under Variance Gamma

AuthID
P-00Q-CJH
2
Author(s)
Cantarutti, N
·
Tipo de Documento
Article
Year published
2019
Publicado
in INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, ISSN: 0020-7160
Volume: 96, Número: 6, Páginas: 1087-1106 (20)
Indexing
Publication Identifiers
Wos: WOS:000462172900001
Source Identifiers
ISSN: 0020-7160
Export Publication Metadata
Info
At this moment we don't have any links to full text documens.