Variance Gamma implementation in Quantlib?

Posted by piers august on Jul 27, 2010; 10:50am
URL: http://quantlib.414.s1.nabble.com/Variance-Gamma-implementation-in-Quantlib-tp7471.html

Hi All,

Is there such for vanilla options in the Quantlib or plans to add it at anytime if not?

I'm aware of this:
http://www.amazon.com/Option-Pricing-Under-Variance-Process/dp/3639188799

thanks
Piers



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