Athanassios N. Avramidis, Pierre L Ecuyer. Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model. Management Science, 52(12):1930-1944, 2006. [doi]
@article{AvramidisL06,
title = {Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model},
author = {Athanassios N. Avramidis and Pierre L Ecuyer},
year = {2006},
doi = {10.1287/mnsc.1060.0575},
url = {http://dx.doi.org/10.1287/mnsc.1060.0575},
researchr = {https://researchr.org/publication/AvramidisL06},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {52},
number = {12},
pages = {1930-1944},
}