scientific article; zbMATH DE number 5259741

zbMath1141.60347MaRDI QIDQ5452877

Lijin du, Ji-Chun Liu

Publication date: 4 April 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

option pricingpure jumpVariance Gamma pricing

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Random measures (60G57)

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