"Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the ..."

Athanassios N. Avramidis, Pierre L'Ecuyer (2006)

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DOI: 10.1287/MNSC.1060.0575

access: closed

type: Journal Article

metadata version: 2021-10-14

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Athanassios N. Avramidis, Pierre L'Ecuyer:
Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model. Manag. Sci. 52(12): 1930-1944 (2006)

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