SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL (Q3304214)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL |
scientific article |
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SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL (English)
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5 August 2020
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Lévy process
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variance gamma process
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stochastic volatility
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option pricing
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