The \(\beta \)-variance gamma model (Q660161)
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scientific article; zbMATH DE number 6000241
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The \(\beta \)-variance gamma model |
scientific article; zbMATH DE number 6000241 |
Statements
The \(\beta \)-variance gamma model (English)
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26 January 2012
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Lévy processes
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hitting probability
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barrier options
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0.8052306175231934
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0.7467532753944397
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0.7452411651611328
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0.7407354116439819
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0.7371385097503662
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