MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008): Difference between revisions

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+Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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+Processes of normal inverse Gaussian type
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+THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS
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+Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions
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+Variance swaps on time-changed Lévy processes
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+SELF-DECOMPOSABILITY AND OPTION PRICING
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+Q3412547
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+ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS
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+Q2738734
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+Hyperbolic distributions in finance
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+Q2782356
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+Q3902322
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+Model-independent hedging strategies for variance swaps
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+Bilateral gamma distributions and processes in financial mathematics
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+The Variance Gamma Process and Option Pricing
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+EQUILIBRIUM ASSET RETURNS IN FINANCIAL MARKETS
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+MEASURING AND MONITORING THE EFFICIENCY OF MARKETS
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+Infinitely Divisible Laws Associated with Hyperbolic Functions
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+Q4937701
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+Lévy processes, polynomials and martingales
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+Estimation of affine asset pricing models using the empirical characteristic function
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+CLOSED FORM PRICING FORMULAS FOR DISCRETELY SAMPLED GENERALIZED VARIANCE SWAPS
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+A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY
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+https://doi.org/10.1142/s0219024920500417
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+W3081004916
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