Pages that link to "Item:Q301218"

The following pages link to Option pricing in a conditional bilateral Gamma model (Q301218):

Displaying 6 items.

• The state of financial modelling in 2012, as shaped by the GFC (Q301201) (← links)
• A note on the pricing of multivariate contingent claims under a transformed-gamma distribution (Q315039) (← links)
• Option pricing with conditional GARCH models (Q2028829) (← links)
• The behavioral implications of the bilateral gamma process (Q2150400) (← links)
• On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
• The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)