Option pricing using variance gamma Markov chains
From MaRDI portal
Publication:1417033
DOI10.1023/A:1013816400834zbMath1064.91044MaRDI QIDQ1417033
Mikhail Konikov, Dilip B. Madan
Publication date: 18 December 2003
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1013816400834
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