Question: 2. Construct a MATLAB function for approximating the functions Ck and ak for a call or a put option, when the underlying process is

2. Construct a MATLAB function for approximating the functions ˇ Ck and ˇak for a call or a put option, when the underlying process is the symmetric Variance Gamma process. This function must include a method for generating trajectories of the process at rebalancing times k

nT , k ∈ {0, . . . , n}. Then try to reproduce the results of Example 3.4.4.

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