TROUSH, N.N.; KUZMINA, A.V. Option pricing by Esscher transforms in the cases of normal inverse Gaussian and variance gamma processes. Studia Informatica. System and information technology, [S. l.], v. 16, n. 1-2, p. 35–44, 2019. Disponível em: https://czasopisma.uws.edu.pl/studiainformatica/article/view/472. Acesso em: 23 nov. 2024.