Tichý, Tomáš - In: Czech Journal of Economics and Finance (Finance a uver) 56 (2006) 7-8, pp. 361-379
model, (ii) the Black and Scholes model with stochastic volatility driven by Hull and White model, (iii) the variance gamma … model, defined as time changed Brownian motion, and (iv) the variance gamma model set in a stochastic environment modelled …