1 research outputs found
Option Pricing under the Variance Gamma Process
- Author
- >
- + W[i])*eip
- -K* Exp
- -K* Exp
- /(fp
- // Solve It X=tridiagonalwrapper
- // Solve It X=tridiagonalwrapper
- //Call Printf
- //Put Printf
- = K* Exp
- = K* Exp
- = Spotprice
- A R Gallant
- Aase Knut
- Ahn Chang
- Albanese Claudio
- Albanese Claudio
- Amin Kaushik
- Amin Kaushik
- Amin Kaushik
- Andersen Torben
- Andersen Torben
- An� Thierry
- An� Thierry
- Arnaiz�oscararnaiz� Arnaiz�oscar
- B Fristedt
- B Madan Dibip
- B Madan Dilib
- B Madan Dilib
- B Madan Dilip
- B Madan Dilip
- Bailey Warren
- Bakshi Gurdip
- Bakshi Gurdip
- Bakshi Gurdip
- Bakshi Gurdip
- Bakshi Gurdip
- Bates David
- Bates David
- Bates David
- Benhamou Eric
- Brennan Michael
- Broadie Mark
- C Hull John
- C R Gukhal
- Carr Peter
- Carr Peter
- Carr Peter
- Carr Peter
- Carr Peter
- Carr Peter
- Carr Peter
- Carr Peter
- Claudio Albanese
- Claudio Albanese
- Cont Rama
- D Nelson
- D Nelson
- David S Bates
- Delbaen Freddy
- Derman Emanuel
- Derman Emanuel
- Duan Jin-Chuan
- Duffie D Pan
- Dumas Bernard
- Dupire Bruno
- Eric Berger
- Fama Eugene
- Filo Fiorani
- Fiorani Filippo
- G D Smith
- G Tauchen
- G Torben
- Geman H�lyette
- Geman H�lyette
- Geman H�lyette
- Geman H�lyette
- Geman H�lyette
- Geman H�lyette
- H Johnson
- Heston Steven
- Heston Steven
- Hirsa Ali
- Humbert Pierre
- I Monroe
- I S Gradshetyn
- J Bertoin
- J C Cox
- J C Cox
- J Cox
- J Harrison
- J Harrison
- Jarrow Robert
- Jarrow Robert
- Jin-Chuan Duan
- K Lam
- K Sato
- K*exp
- K*exp
- Karatzas Ioannis
- Karatzas Ioannis
- Karpoff Jonathan
- Konikov Mikhail
- Konikov Mikhail
- K�llezi Evis
- L C Rogers
- M Bouchaud
- Madan Dilib
- Mandelbrot Benoit
- Mandelbrot Benoit
- Melino Angelo
- Melino Angelo
- Merton Robert
- Merton Robert
- Merton Robert
- Nandi Saikat
- P Boyle Phelim
- P Jorion
- P K Clark
- Peter Carr
- Peter Carr
- Poon Ser
- Press William
- R E Lucas
- R F Engle
- R F Engle
- Revuz Daniel
- Rubinstein Mark
- Rubinstein Mark
- S G Kou
- S J Press
- Scott Louis
- Scott Luis
- Stein Elias
- Strikwerda John
- T
- T Chan
- T S Kon
- Trippi Robert
- V Naik
- W E Feller
- Webber Nick
- Wiggins James
- { //Down
- } Fclose
- } If
- } If
- } If(k*ein
- } } Else{
- } } Else{
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2004
- Field of study
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