The \(\beta \)-variance gamma model
type: Item
instance of: scholarly article
title: The \(\beta \)-variance gamma model
zbMATH Open document ID: 1232.91713
author: Wim Schoutens
author: Geert Van Damme
published in: Review of Derivatives Research
publication date: 2012-01-26T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G40
zbMATH DE Number: 6000241
zbMATH Keywords: Lévy processes
zbMATH Keywords: hitting probability
zbMATH Keywords: barrier options
describes a project that uses: Algorithm 368
MaRDI profile type: Publication
full work available at URL: s11147-010-9057-y
OpenAlex ID: W2007482411
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DOI: 10.1007/S11147-010-9057-Y
description: scientific article; zbMATH DE number 6000241