variance gammaの例文

例文

1. Variance Gamma model can be efficiently implemented when pricing Asian style options.
2. Then using the Bondesson series representation for generating the variance gamma process shows to increase performance when pricing this type of option.
3. Under the restriction that \ frac { 1 } { \ nu } is integer the Variance Gamma distribution can be represented as a Greeks.
4. The variance-gamma distribution density has been shown to be a 2-EPT density under a parameter restriction and the variance gamma process can be implemented to demonstrate the benefits of adopting such an approach for financial modelling purposes.