A note on the pricing of multivariate contingent claims under a transformed-gamma distribution (Q315039): Difference between revisions

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+Option pricing in a conditional bilateral Gamma model
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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Pricing and Hedging Spread Options
@@ Property / cites work: Pricing and Hedging Spread Options / rank @@
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+Q4315010
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+Normal rank
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+Q4493303
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+On Modelling and Pricing Rainfall Derivatives with Seasonality
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+The Variance Gamma Process and Option Pricing
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+On a multivariate gamma
@@ Property / cites work: On a multivariate gamma / rank @@
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