What happens to the variance-gamma model as the parameter tends to zero? Lop58

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ISBN: 9780273759072

8th Global Edition

Authors: John Hull

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Question Posted: Oct 22, 2024 05:01 AM

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What happens to the variance-gamma model as the parameter v tends to zero?
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What happens to the variance-gamma model as the parameter tends to zero? Lop58
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What happens to the variance-gamma model as the parameter tends to zero? Lop58

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Options Futures And Other Derivatives

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