The variance gamma process and option pricing
Year of publication: |
1998
|
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Authors: | Madan, Dilip B. ; Carr, Peter ; Chang, Eric Chieh |
Published in: |
European finance review : the official journal of the European Finance Association. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISSN 1382-6662, ZDB-ID 1338491-0. - Vol. 2.1998, 1, p. 79-105
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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