Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model (Q3116021)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model |
scientific article |
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Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model (English)
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21 February 2012
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option pricing
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efficiency improvement
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extrapolation
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quasi-Monte Carlo
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variance gamma
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