Pricing with Variance Gamma Information (Q5072629)
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scientific article; zbMATH DE number 7516352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing with Variance Gamma Information |
scientific article; zbMATH DE number 7516352 |
Statements
Pricing with Variance Gamma Information (English)
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29 April 2022
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information-based asset pricing
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Lévy processes
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gamma processes
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variance gamma processes
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Brownian bridges
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gamma bridges
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nonlinear filtering
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