Option pricing in a conditional bilateral Gamma model (Q301218): Difference between revisions

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+W2010369461
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+Generalized autoregressive conditional heteroscedasticity
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+Q4221330
@@ Property / cites work: Q4221330 / rank @@
+Normal rank
@@ Property / cites work @@
+Option valuation with conditional skewness
@@ Property / cites work: Option valuation with conditional skewness / rank @@
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+THE GARCH OPTION PRICING MODEL
@@ Property / cites work: THE GARCH OPTION PRICING MODEL / rank @@
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Actuarial risk measures for financial derivative pricing
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+Bilateral gamma distributions and processes in financial mathematics
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+On the shapes of bilateral gamma densities
@@ Property / cites work: On the shapes of bilateral gamma densities / rank @@
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+Option pricing in bilateral Gamma stock models
@@ Property / cites work: Option pricing in bilateral Gamma stock models / rank @@
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@@ Property / cites work @@
+Smoothly truncated stable distributions, GARCH-models, and option pricing
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+Q5715975
@@ Property / cites work: Q5715975 / rank @@
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