Revisiting variance gamma pricing: An application to S&P500 index options
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چکیده
منابع مشابه
Pricing Options on Agricultural Futures: An Application of the Constant Elasticity of Variance Option Pricing Model
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ژورنال
عنوان ژورنال: International Journal of Financial Engineering
سال: 2015
ISSN: 2424-7863,2424-7944
DOI: 10.1142/s242478631550022x