Apollo Hogan

Bloomberg L.P. - R&D

Head, Quantitative Finance, FX

Tel Aviv, 61336

Israel

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 24,442

SSRN RANKINGS

Top 24,442

in Total Papers Downloads

1,879

SSRN RANKINGS

Top 33,050

in Total Papers Citations

6

!

Under construction: SSRN citations will be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

Scholarly Papers (1)

1.

Time for a Change: The Variance Gamma Model and Option Pricing

Number of pages: 12 Posted: 12 Jan 2007
Harvey J. Stein, Peter Carr and Apollo Hogan
Bloomberg L.P., New York University Finance and Risk Engineering and Bloomberg L.P. - R&D
Downloads 1,879 (7,854)

Abstract:

Loading...

Black-Scholes, variance gamma model, skew, kurtosis, volatility smile, option pricing, equity options, time changed Brownian motion