Список проголосовавших за комментарий "The variance gamma process is a high-activity pure-jump Lévy process—that is, unlike for example the Merton Jump Diffusion Process—it does not contain a continuous martingale component. It has an infinite number of jumps in any finite interval of time, but only finitely many of them are larger than any specified positive real number. <span style="text-decoration:underline;">The exponential variance gamma model has been shown to perform better in modelling stock returns than the Black