A singular Variance Gamma expansion Peter J¨ackel∗ First version: 27th May 2009 This version: 10th September 2009 - Heston - Document - PDFSEARCH.IO

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	A singular Variance Gamma expansion Peter J¨ackel∗ First version: 27th May 2009 This version: 10th September 2009 Add to Reading List Document Date: 2011-07-26 17:24:44 Open Document File Size: 344,56 KB Share Result on Facebook IndustryTerm computer algebra systems / open source software / internet forums / form solutions / / Position Variance Gamma model for small ν/t / Variance Gamma RT / RT / / Product t10 / / ProgrammingLanguage J / / Technology pdf / / URL www.math.nyu.edu/research / / SocialTag Probability and statistics Gamma distribution Symbol Heston model Estimation theory Implied volatility Log-normal distribution Statistical theory Statistics Mathematical finance

A singular Variance Gamma expansion Peter J¨ackel∗ First version: 27th May 2009 This version: 10th September 2009Add to Reading List