The multivariate Variance Gamma model: basket option...

Quantitative Finance 2016 / 04 Vol. 16; Iss. 4

The multivariate Variance Gamma model: basket option pricing and calibration

Linders, Daniël, Stassen, Ben
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
16
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2015.1043934
Date:
April, 2016
File:
PDF, 870 KB
english, 2016
Conversion to is in progress
Conversion to is failed