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An Efficient Numerical Method for Pricing Levy Option Model..:
Ku, Bon Il
;
Eom, Young Ho
;
Jang, Woon Wook
Journal of Derivatives and Quantitative Studies. 15 (2007) 2 - p. 1-29 , 2007
Link:
https://doi.org/10.1108/jdqs-02-2007-b0001
RT Journal T1 <Title>An Efficient Numerical Method for Pricing Levy Option Models : With Variance Gamma Process</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1108_jdqs-02-2007-b0001&Exemplar=1&LAN=DE A1 Ku, Bon Il A1 Eom, Young Ho A1 Jang, Woon Wook PB Emerald YR 2007 SN 2713-6647 JF Journal of Derivatives and Quantitative Studies VO 15 IS 2 SP 1 OP 29 LK http://dx.doi.org/https://doi.org/10.1108/jdqs-02-2007-b0001 DO https://doi.org/10.1108/jdqs-02-2007-b0001 SF ELIB - SuUB Bremen
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