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Unbiased Monte Carlo valuation of lookback, swing and barrier options with continous monitoring under variance gamma models
Becker, Martin - In: The journal of computational finance 13 (2009/10) 4, pp. 35-61
Persistent link: https://www.econbiz.de/10003996072
Cover Image
Unbiased Monte Carlo valuation of lookback, swing and barrier options with continuous monitoring under variance gamma models
Becker, Martin - In: The journal of computational finance 13 (2010) 4, pp. 35-63
Persistent link: https://www.econbiz.de/10008437014