"Efficient Pricing of Barrier Options with the Variance-Gamma Model."

Athanassios N. Avramidis (2004)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2021-06-10

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Athanassios N. Avramidis:
Efficient Pricing of Barrier Options with the Variance-Gamma Model. WSC 2004: 1574-1578

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