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

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	A singular Variance Gamma expansion Peter J¨ackel∗ First version: This version: 27th May 2009 Add to Reading List Document Date: 2009-06-04 09:04:42 Open Document File Size: 343,75 KB Share Result on Facebook IndustryTerm open source software / form solutions / internet forums / computer algebra systems / / Position RT / Variance Gamma model for small ν/t / / Product t10 / / ProgrammingLanguage J / / Technology pdf / / URL www.math.nyu.edu/research / www.jaeckel.org / / SocialTag Gamma distribution Symbol Heston model Estimation theory Implied volatility Statistical theory Statistical models Statistics Mathematical finance Mathematical sciences

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