Lingyan Cao, Michael C. Fu. Estimating Greeks for Variance-Gamma. In Proceedings of the 2010 Winter Simulation Conference, WSC 2010, Baltimore, Maryland, USA, 5-8 December 2010. pages 2620-2628, WSC, 2010. [doi]
@inproceedings{CaoF10-2,
title = {Estimating Greeks for Variance-Gamma},
author = {Lingyan Cao and Michael C. Fu},
year = {2010},
doi = {10.1109/WSC.2010.5678958},
url = {http://dx.doi.org/10.1109/WSC.2010.5678958},
tags = {C++},
researchr = {https://researchr.org/publication/CaoF10-2},
cites = {0},
citedby = {0},
pages = {2620-2628},
booktitle = {Proceedings of the 2010 Winter Simulation Conference, WSC 2010, Baltimore, Maryland, USA, 5-8 December 2010},
publisher = {WSC},
}