The variance-gamma ratio distribution (Q6081754): Difference between revisions

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-.5802/crmath.495
@@ Property / DOI: 10.5802/crmath.495 / rank @@
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+On the Frequency Function of $xy$
@@ Property / cites work: On the Frequency Function of $xy$ / rank @@
+Normal rank
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+Variance-gamma approximation via Stein's method
@@ Property / cites work: Variance-gamma approximation via Stein's method / rank @@
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+A note on the distribution of the product of zero‐mean correlated normal random variables
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+The basic distributional theory for the product of zero mean correlated normal random variables
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+Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances
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+On the moments of the variance-gamma distribution
@@ Property / cites work: On the moments of the variance-gamma distribution / rank @@
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@@ Property / cites work @@
+Q3084090
@@ Property / cites work: Q3084090 / rank @@
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+Q4315010
@@ Property / cites work: Q4315010 / rank @@
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+Q2723273
@@ Property / cites work: Q2723273 / rank @@
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@@ Property / cites work @@
+The special functions and their approximations. Vol. I, II
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+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
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+Exact distribution of the product of \(N\) Student's \(t\) RVs
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@@ Property / cites work @@
+The Bessel ratio distribution
@@ Property / cites work: The Bessel ratio distribution / rank @@
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@@ Property / cites work @@
+On the distribution of the product of correlated normal random variables
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@@ Property / cites work @@
+Q3579593
@@ Property / cites work: Q3579593 / rank @@
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+Fitting the variance-gamma model to financial data
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@@ Property / DOI @@
+.5802/CRMATH.495
@@ Property / DOI: 10.5802/CRMATH.495 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:6081754