Anderson, C., & Ouwehand, P. (2014). Pricing path dependent options under variance gamma dynamics. Department of Mathematics and Applied Mathematics.
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Chicago Style (17th ed.) Citation
Anderson, Craig, and Peter Ouwehand. Pricing Path Dependent Options Under Variance Gamma Dynamics. Department of Mathematics and Applied Mathematics, 2014.
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MLA (9th ed.) Citation
Anderson, Craig, and Peter Ouwehand. Pricing Path Dependent Options Under Variance Gamma Dynamics. Department of Mathematics and Applied Mathematics, 2014.
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Warning: These citations may not always be 100% accurate.