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"Option pricing in a conditional Bilateral Gamma model."

Fabio Bellini, Lorenzo Mercuri (2014)

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DOI: 10.1007/S10100-013-0286-7

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - https://dblp.org/rec/journals/cejor/BelliniM14
Fabio Bellini, Lorenzo Mercuri:
Option pricing in a conditional Bilateral Gamma model. Central Eur. J. Oper. Res. 22(2): 373-390 (2014)

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