Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions (Q1715552): Difference between revisions

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+Lévy Processes and Stochastic Calculus
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+Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
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+Multivariate subordination, self-decomposability and stability
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+Change of Time and Change of Measure
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+Q4888858
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+On univariate and bivariate generalized gamma convolutions
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+Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing
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+Q4338898
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+On subordinated multivariate Gaussian Lévy processes
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+The \(\alpha\)VG model for multivariate asset pricing: calibration and extension
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+Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples
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+Multivariate time changes for Lévy asset models: characterization and calibration
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+Infinitely divisible multivariate and matrix gamma distributions
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+On Some Classes of Processes with Independent Increments
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+Bernstein functions. Theory and applications
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+A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS
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+On the infinite divisbility of the Pareto distribution
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+On the infinite divisibility of the lognormal distribution
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+Q3259986
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+W2962918342
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+Publication:1715552