Variance-GGC Asset Price Models and Their Sensitivity Analysis (Q4558890)
From MaRDI portal
scientific article; zbMATH DE number 6987215
Language | Label | Description | Also known as |
---|---|---|---|
English | Variance-GGC Asset Price Models and Their Sensitivity Analysis |
scientific article; zbMATH DE number 6987215 |
Statements
Variance-GGC Asset Price Models and Their Sensitivity Analysis (English)
0 references
30 November 2018
0 references
variance-gamma model
0 references
variance-GGC model
0 references
sensitivity analysis
0 references
0 references
0 references