On American options under the Variance Gamma process

Almendral Vazquez, Ariel; Oosterlee, Cornelis

January 01, 2007

SAND

• ISBN:
• Author(s): Almendral Vazquez, Ariel; Oosterlee, Cornelis
• Title: On American options under the Variance Gamma process
• Volume/number:
• Name and number of project:
• Journal: Applied Mathematical Finance
• Page(s):
• Conference:
• Refereed: 0
• Publisher:
• Published date: January 01, 2007
• Book title:
• Editor: