has been cited by the following article(s):
[1]
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Special greeks of a variance-gamma driven vasicek model
Scientific African,
2023
DOI:10.1016/j.sciaf.2022.e01466
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[2]
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Special greeks of a variance-gamma driven vasicek model
Scientific African,
2023
DOI:10.1016/j.sciaf.2022.e01466
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[3]
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Daily stock prices prediction using Bivariate Variance Gamma model
PROCEEDING OF THE 7TH INTERNATIONAL CONFERENCE OF SCIENCE, TECHNOLOGY, AND INTERDISCIPLINARY RESEARCH (IC-STAR 2021),
2023
DOI:10.1063/5.0105626
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[4]
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VARIANCE GAMMA PROCESS WITH MONTE CARLO SIMULATION AND CLOSED FORM APPROACH FOR EUROPEAN CALL OPTION PRICE DETERMINATION
MEDIA STATISTIKA,
2022
DOI:10.14710/medstat.14.2.183-193
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[5]
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Variance gamma for stock model performance with excess kurtosis
Journal of Physics: Conference Series,
2021
DOI:10.1088/1742-6596/1943/1/012146
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[6]
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VALUATION OF EUROPEAN PUT OPTION BY USING THE QUADRATURE METHOD UNDER THE VARIANCE GAMMA PROCESS
International Journal of Engineering Science Technologies,
2020
DOI:10.29121/ijoest.v4.i4.2020.101
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[7]
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Valuation of Asian American Option Using a Modified Path Simulation Method
World Journal of Engineering and Technology,
2015
DOI:10.4236/wjet.2015.33C044
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