AlmendralO07'

BibTeX

@article{DBLP:journals/siamsc/AlmendralO07,
  author    = {Ariel Almendral and
               Cornelis W. Oosterlee},
  title     = {Accurate Evaluation of European and American Options Under
               the CGMY Process},
  journal   = {SIAM J. Scientific Computing},
  volume    = {29},
  number    = {1},
  year      = {2007},
  pages     = {93-117},
  ee        = {http://dx.doi.org/10.1137/050637613},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}