LÉVY PROCESSES INDUCED BY DIRICHLET (B‐)SPLINES: MODELING MULTIVARIATE ASSET PRICE DYNAMICS (Q4917297): Difference between revisions

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+Dirichlet splines as fractional integrals of \(B\)-splines
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+A general version of the fundamental theorem of asset pricing
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+Q3359732
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+Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options
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+Optimal portfolios for exponential Lévy processes.
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+Multivariate splines: a probabilistic perspective
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+Bilateral gamma distributions and processes in financial mathematics
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+A multivariate jump-driven financial asset model
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+The Variance Gamma Process and Option Pricing
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+A constructive approach to Kergin interpolation in \(R^ k\): Multivariate B-splines and Lagrange interpolation
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+The distribution of the sum of independent gamma random variables
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+Moments of Dirichlet splines and their applications to hypergeometric functions
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+A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS
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+Publication:4917297