<h1>
title:On American Options Under the Variance Gamma Process
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<strong>Authors:</strong>
Ariel Almendral ^a;
Cornelis W. Oosterlee ^b
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<strong>Publication Frequency:</strong>
6 issues per year
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<strong>Published in:</strong>
<img border="0" alt="journal" title="Publication type: journal" src="http://www.informaworld.com/mpp/cache/images/themed/000000000000000000000000004e9fffffff/images/mediaicons/journal_small.png" style="vertical-align: middle;"/>
<a title="Click to go to publication home" href="http://www.informaworld.com/smpp/title%7Econtent=t713694021%7Edb=all" target="_top">Applied Mathematical Finance</a>,
Volume
<a title="Click to view volume" href="http://www.informaworld.com/smpp/title%7Econtent=t713694021%7Edb=all%7Etab=issueslist%7Ebranches=14#v14" target="_top">
</a><a title="Click to view volume" href="http://www.informaworld.com/smpp/title%7Econtent=t713694021%7Edb=all%7Etab=issueslist%7Ebranches=14#v14" target="_top">
14</a>,
Issue
<a title="Click to view issue" href="http://www.informaworld.com/smpp/title%7Econtent=g778760229%7Edb=all" target="_top">
2 </a>
May
2007
, pages 131
- 152
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<strong>Subjects:</strong>
<a title="Click to view subject" href="http://www.informaworld.com/smpp/browse%7Edb=all%7Ething=title%7Eby=subject%7Eappend=738553847,738553857#subject738553857">Applied Mathematics</a>;
<a title="Click to view subject" href="http://www.informaworld.com/smpp/browse%7Edb=all%7Ething=title%7Eby=subject%7Eappend=714594220,714594181,714594278#subject714594278">Business Mathematics</a>;
<a title="Click to view subject" href="http://www.informaworld.com/smpp/browse%7Edb=all%7Ething=title%7Eby=subject%7Eappend=714594202,714594181,714594211#subject714594211">Finance</a>;
<a title="Click to view subject" href="http://www.informaworld.com/smpp/browse%7Edb=all%7Ething=title%7Eby=subject%7Eappend=714595176,714595232#subject714595232">Physics</a>;
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