Robust numerical valuation of European and American options under the CGMY process
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| Veröffentlicht in: | The journal of computational finance |
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| 1. Verfasser: | |
| Weitere Verfasser: | , |
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
2007
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| Special issue: third international conference on computational finance, part II | 2021 | volume 24, number 4 (March 2021) |
| Special issue: third international conference on computational finance, part I | 2020 | volume 24, number 3 (December 2020) |
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