Pages that link to "Item:Q5031847"
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The following pages link to Multinomial method for option pricing under Variance Gamma (Q5031847):
Displaying 5 items.
- An approximate Malliavin weight for variance gamma process: sensitivity analysis of European style options (Q425903) (← links)
- Option valuation under the VG process by a DG method. (Q2058996) (← links)
- Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options (Q3117805) (← links)
- SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL (Q3304214) (← links)
- On the numerical evaluation of option prices in the variance gamma model (Q3603600) (← links)