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"Multinomial method for option pricing under Variance Gamma."

Nicola Cantarutti, João Guerra (2019)

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DOI: 10.1080/00207160.2018.1427853

access: closed

type: Journal Article

metadata version: 2023-09-30

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Nicola Cantarutti, João Guerra:
Multinomial method for option pricing under Variance Gamma. Int. J. Comput. Math. 96(6): 1087-1106 (2019)

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