Option pricing using variance gamma Markov chains (Q1417033)
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scientific article; zbMATH DE number 2019691
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing using variance gamma Markov chains |
scientific article; zbMATH DE number 2019691 |
Statements
Option pricing using variance gamma Markov chains (English)
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18 December 2003
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Lévy processes
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asset prices
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characteristic function
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