On American Options Under the Variance Gamma Process (Q5297932): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q592663 |
Changed an Item |
||
| Property / author | |||
| Property / author: Cornelis W. Oosterlee / rank | |||
Normal rank | |||
Revision as of 00:12, 20 February 2024
scientific article; zbMATH DE number 5171068
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On American Options Under the Variance Gamma Process |
scientific article; zbMATH DE number 5171068 |
Statements
On American Options Under the Variance Gamma Process (English)
0 references
16 July 2007
0 references
integro-differential equations
0 references
variance gamma
0 references
finite differences
0 references
FFT
0 references
