MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS (Q4608113): Difference between revisions

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+MaRDI publication profile
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+Multivariate subordination, self-decomposability and stability
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+Towards a \(\Delta\)-Gamma Sato multivariate model
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+SELF-DECOMPOSABILITY AND OPTION PRICING
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+Sato processes and the valuation of structured products
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+OPTION PRICING WITH VG–LIKE MODELS
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+Fourier space time-stepping for option pricing with Lévy models
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+Dependence calibration and portfolio fit with factor-based subordinators
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+A multivariate jump-driven financial asset model
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+Multivariate time changes for Lévy asset models: characterization and calibration
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+SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS
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+A generalized variance gamma process for financial applications
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+Self-similar processes with independent increments
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+Q4937701
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+A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS
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+Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
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+On mixtures of the normal distribution by the generalized gamma convolutions
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+Lévy's probability measures on Banach spaces
@@ Property / cites work: Lévy's probability measures on Banach spaces / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s021902491850005x
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+W2789141915
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