Pages that link to "Item:Q3650967"
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The following pages link to Gram–Charlier densities: a multivariate approach (Q3650967):
Displayed 6 items.
- A Monte Carlo multi-asset option pricing approximation for general stochastic processes (Q508289) (← links)
- Multivariate generalized Gram-Charlier series in vector notations (Q1649162) (← links)
- Gram-Charlier processes and applications to option pricing (Q1658066) (← links)
- Gram-Charlier densities: maximum likelihood versus the method of moments (Q2447407) (← links)
- The dual multivariate Charlier and Edgeworth expansions (Q2452876) (← links)
- Dynamic density forecasts for multivariate asset returns (Q3101653) (← links)