Option pricing using variance gamma Markov chains (Q1417033): Difference between revisions
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Latest revision as of 09:53, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing using variance gamma Markov chains |
scientific article |
Statements
Option pricing using variance gamma Markov chains (English)
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18 December 2003
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Lévy processes
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asset prices
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characteristic function
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