Variance-GGC Asset Price Models and Their Sensitivity Analysis (Q4558890)
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scientific article; zbMATH DE number 6987215
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance-GGC Asset Price Models and Their Sensitivity Analysis |
scientific article; zbMATH DE number 6987215 |
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Variance-GGC Asset Price Models and Their Sensitivity Analysis (English)
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30 November 2018
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variance-gamma model
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variance-GGC model
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sensitivity analysis
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