Pages that link to "Item:Q3603600"
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The following pages link to On the numerical evaluation of option prices in the variance gamma model (Q3603600):
Displaying 4 items.
- An approximate Malliavin weight for variance gamma process: sensitivity analysis of European style options (Q425903) (← links)
- The \(\beta \)-variance gamma model (Q660161) (← links)
- A family of density expansions for Lévy-type processes (Q2258531) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)