On American options under the Variance Gamma process

2007

Applied Mathematical Finance , Volume 14 - Issue 2 p. 131- 152

Additional Metadata
Keywords	partial integro-differential equation, option pricing
THEME	Life Sciences (theme 5), Energy (theme 4)
Publisher	Taylor & Francis
Journal	Applied Mathematical Finance
Organisation	Scientific Computing
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Almendral, A, & Oosterlee, C.W. (2007). On American options under the Variance Gamma process. Applied Mathematical Finance, 14(2), 131–152.

See Also
article A parallel multigrid-based preconditioner for the 3D heterogeneous high-frequency Helmholtz equation C.D. Riyanti, A. Kononov, Y.A. Erlangga, C. Vuik, C.W. Oosterlee (Kees), R.-E. Plessix and W.A. Mulder
article An efficient multigrid solver for a reformulated version of the poroelasticity system C.W. Oosterlee (Kees), F.J. Gaspar (Francisco), F.J. Lisbona and P.N. Vabishchevich
article A parallel multigrid-based preconditioner for the 3D heterogeneous high-frequency Helmholtz equation C.D. Riyanti, A. Kononov, Y.A. Erlangga, C. Vuik, C.W. Oosterlee (Kees), R.-E. Plessix and W.A. Mulder
article An efficient multigrid solver for a reformulated version of the poroelasticity system C.W. Oosterlee (Kees), F.J. Gaspar (Francisco), F.J. Lisbona and P.N. Vabishchevich

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