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Pricing Derivative Securities
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Pricing Derivative Securities (2000)Pricing Derivative SecuritiesBARRIER OPTION PRICING BY BRANCHING PROCESSES (2009)BARRIER OPTION PRICING BY BRA…The Early Years of the Variance-Gamma Process (2007)The Early Years of the Varian…The Behavior of Stock-Market Prices (1965)The Variance Gamma Process and Option Pricing (1998)Lévy Processes and Stochastic Calculus (2004)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)
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  • 2007The Early Years of the Variance-Gamma Process20 cited
  • 2009BARRIER OPTION PRICING BY BRANCHING PROCESSES19 cited

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