Troush, N. and Kuzmina, A. (2019) “Option pricing by Esscher transforms in the cases of normal inverse Gaussian and variance gamma processes”, Studia Informatica. System and information technology, 16(1-2), pp. 35–44. Available at: https://czasopisma.uph.edu.pl/studiainformatica/article/view/472 (Accessed: 22 November 2024).