Skip to main navigation
Skip to search
Skip to main content
NYU Scholars Home
Help & FAQ
Home
Profiles
Research units
Research output
Search by expertise, name or affiliation
Geometric local variance gamma model
P. Carr, A. Itkin
Finance and Risk Engineering
Research output
:
Contribution to journal
›
Article
›
peer-review
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Geometric local variance gamma model'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Computer Science
piecewise linear
100%
Optimization Problem
50%
Algebraic Equation
50%
Brownian Motion
50%
Linear Function
50%
Constant Function
50%
Mathematics
Variance
100%
Piecewise Linear
20%
Brownian Motion
10%
Ordinary Differential Equation
10%
Linear Function
10%
Closed Form
10%
Constant Function
10%
Linear Models
10%
Quadratic Function
10%
Option Price
10%
Nonlinear Algebraic Equation
10%
Keyphrases
Piecewise Quadratic Function
10%
Arithmetic Brownian Motion
10%
Option Smile
10%