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"On the numerical evaluation of option prices in the variance gamma model."

Anita Mayo (2009)

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DOI: 10.1080/00207160701874813

access: closed

type: Journal Article

metadata version: 2017-05-28

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Anita Mayo:
On the numerical evaluation of option prices in the variance gamma model. Int. J. Comput. Math. 86(2): 251-260 (2009)

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