On the numerical evaluation of option prices in the variance gamma model (Q3603600)
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scientific article; zbMATH DE number 5508906
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| English | On the numerical evaluation of option prices in the variance gamma model |
scientific article; zbMATH DE number 5508906 |
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On the numerical evaluation of option prices in the variance gamma model (English)
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18 February 2009
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option pricing
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variance gamma
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0.91742265
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0.9164032
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0.9114755
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0.9106567
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0.90869844
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0.9032443
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0.90301657
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0.9028083
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0.9027573
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