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http://arks.princeton.edu/ark:/88435/dsp01mk61rk13h| Title: | The Variance Gamma Option Pricing Model: An Empirical Evaluation and Comparison to Black-Scholes |
| Authors: | Gupta, Rohit |
| Advisors: | Soner, H. Mete |
| Department: | Operations Research and Financial Engineering |
| Class Year: | 2000 |
| Extent: | 81 Pages |
| Format: | Contains color or special media |
| Other Identifiers: | 12579 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01mk61rk13h |
| Location : | This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu. |
| Type of Material: | Princeton University Senior Theses |
| Appears in Collections: | Operations Research and Financial Engineering, 2000-2020 |
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