Option pricing using variance gamma Markov chains (Q1417033)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2019691
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option pricing using variance gamma Markov chains |
scientific article; zbMATH DE number 2019691 |
Statements
Option pricing using variance gamma Markov chains (English)
0 references
18 December 2003
0 references
Lévy processes
0 references
asset prices
0 references
characteristic function
0 references
0.8207867741584778
0 references
0.8156375885009766
0 references
0.8030128479003906
0 references
0.8016700148582458
0 references
