Revisiting variance gamma pricing: An application to...

International Journal of Financial Engineering 2015 / 06 Vol. 2; Iss. 2

Revisiting variance gamma pricing: An application to S&P500 index options

Mozumder, Sharif, Sorwar, Ghulam, Dowd, Kevin
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Volume:
2
Language:
english
Journal:
International Journal of Financial Engineering
DOI:
10.1142/S242478631550022X
Date:
June, 2015
File:
PDF, 342 KB
english, 2015
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