Department of Mathematics, Universitas Katolik Parahyangan, Bandung, Indonesia
Department of Mathematics, Universitas Katolik Parahyangan, Bandung, Indonesia
Department of Mathematics, Universitas Katolik Parahyangan, Bandung, Indonesia
Copyright © 2014 Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Permana, F. , Lesmono, D. and Chendra, E. (2014) Valuation of European and American Options under Variance Gamma Process.
Journal of Applied Mathematics and Physics,
2, 1000-1008. doi:
10.4236/jamp.2014.211114.