A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS (Q3520391): Difference between revisions

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+Preservation of association in multivariate shock and claim models
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+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
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+A multivariate jump-driven financial asset model
@@ Property / cites work: A multivariate jump-driven financial asset model / rank @@
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+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
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+Q4301147
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