A generalized variance gamma process for financial applications (Q2893076): Difference between revisions

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Latest revision as of 10:07, 5 July 2024

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A generalized variance gamma process for financial applications
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    A generalized variance gamma process for financial applications (English)
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    25 June 2012
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    Lévy processes
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    multivariate subordinators
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    dependence
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    correlation
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    multivariate asset pricing
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    variance gamma
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