Pricing European Options under Stochastic Volatility Models: Case of five-Parameter Variance-Gamma Process
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Cited by:- A. H. Nzokem, 2023. "European Option Pricing Under Generalized Tempered Stable Process: Empirical Analysis," Papers 2304.06060, arXiv.org, revised Aug 2023.
- A. H. Nzokem, 2023. "Bitcoin versus S&P 500 Index: Return and Risk Analysis," Papers 2310.02436, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-HIS-2022-02-14 (Business, Economic and Financial History)
- NEP-RMG-2022-02-14 (Risk Management)
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