Pages that link to "Item:Q4571696"
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The following pages link to OPTION PRICING IN THE VARIANCE-GAMMA MODEL UNDER THE DRIFT JUMP (Q4571696):
Displaying 4 items.
- The optimal-drift model: an accelerated binomial scheme (Q1936831) (← links)
- Option pricing in time-changed Lévy models with compound Poisson jumps (Q2326531) (← 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)