OPTION PRICING WITH VG–LIKE MODELS (Q3621567): Difference between revisions
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Revision as of 13:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING WITH VG–LIKE MODELS |
scientific article |
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OPTION PRICING WITH VG–LIKE MODELS (English)
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21 April 2009
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variance gamma process
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difference of gamma processes
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option pricing
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long range dependence
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static arbitrage
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