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Options / Variance gamma process / Black–Scholes / Normal distribution / Stochastic volatility / Implied volatility / Geometric Brownian motion / Wiener process / Gamma distribution / Statistics / Stochastic processes / Mathematical finance


Document Date: 2002-08-30 08:31:29

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City

New York / /

Company

Morgan Stanley / Cox / /

Country

Netherlands / /

Currency

pence / /

Facility

University of Hong Kong / University of Maryland / College Park / Georgia Institute of Technology / /

IndustryTerm

marginal utilities / finance / /

MarketIndex

S&P 500 / /

Organization

University of Hong Kong / School of Business / School of Management / Georgia Institute of Technology / Atlanta / University of Maryland / College Park / Variance Gamma Process and Option Pricing DILIP B. MADAN Robert H. Smith School of Business / /

Position

rt / representative investor holding stock / Cao / /

ProvinceOrState

Maryland / New York / Georgia / Alabama / /

Technology

simulation / /

SocialTag