The Variance Gamma Process and Option Pricing (Q4939318)
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scientific article; zbMATH DE number 1406327
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Variance Gamma Process and Option Pricing |
scientific article; zbMATH DE number 1406327 |
Statements
The Variance Gamma Process and Option Pricing (English)
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1998
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variance gamma process
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Brownian motion
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pricing
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