Towards a \(\Delta\)-Gamma Sato multivariate model (Q2180296): Difference between revisions
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Revision as of 18:43, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Towards a \(\Delta\)-Gamma Sato multivariate model |
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Towards a \(\Delta\)-Gamma Sato multivariate model (English)
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13 May 2020
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multi-name option pricing
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multivariate Lévy models
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multivariate models with Sato marginals
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difference of Gamma processes
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self-similar processes
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calibration
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