Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626): Difference between revisions

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+https://doi.org/10.1007/s00780-015-0277-8
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+W2331372888
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+On American Options Under the Variance Gamma Process
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+The \(\alpha\)VG model for multivariate asset pricing: calibration and extension
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+On predicting the ultimate maximum for exponential Lévy processes
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+Closed Form Pricing of European Options for a Family of Normal-Inverse Gaussian Processes
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+The \(\beta \)-variance gamma model
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+Monte Carlo Methods and Models in Finance and Insurance
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+The Variance Gamma Process and Option Pricing
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+Option Pricing With V. G. Martingale Components<sup>1</sup>
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+Martingale methods in financial modelling.
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+Tempering stable processes
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+A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS
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+Q4220653
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+Q5506182
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+Publication:889626