Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/mansci/KaishevD09
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Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options.
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Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options.
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