4. Construct a MATLAB function to estimate the value of a European call or put option, under...

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4. Construct a MATLAB function to estimate the value of a European call or put option, under the Variance Gamma model.

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Statistical Methods For Financial Engineering

ISBN: 9781032477497

1st Edition

Authors: Bruno Remillard

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Question Posted: Oct 26, 2024 06:01 AM

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4. Construct a MATLAB function to estimate the value of a European call or put option, under the Variance Gamma model.
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4. Construct a MATLAB function to estimate the value of a European call or put option, under...

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Statistical Methods For Financial Engineering

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