Option pricing using variance gamma Markov chains

Review of Derivatives Research

Volumn 5, Issue 1, 2002, Pages 81-115

  Konikov, Mikhail ^a   Madan, Dilip B ^b  

^a Bldg 142   (United States)

^b UNIVERSITY OF MARYLAND   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346609824     PISSN: 13806645     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1013816400834     Document Type: Article

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