Variance Gamma process and option pricing (Q5452877)
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scientific article; zbMATH DE number 5259741
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| default for all languages | No label defined |
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| English | Variance Gamma process and option pricing |
scientific article; zbMATH DE number 5259741 |
Statements
4 April 2008
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Variance Gamma pricing
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pure jump
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option pricing
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0.8281993269920349
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0.8170720338821411
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0.8126072883605957
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0.8123558759689331
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0.809026300907135
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