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- PRICING DISCRETELY SAMPLED GAMMA SWAPS IN THE HESTON MODEL 2017-10-17 Paper A closed-form formula for pricing variance swaps on commodities 2017-06-23 Paper...10 bytes (16 words) - 06:12, 25 September 2023
- integro-differential equation model 2021-03-01 Paper Interest rate swap pricing with default risk under variance gamma process 2017-10-20 Paper Pricing permanent convertible...10 bytes (16 words) - 11:05, 6 October 2023
- Publication Date of Publication Type Towards a \(\Delta\)-Gamma Sato multivariate model 2020-05-13 Paper Building multivariate Sato models with linear...10 bytes (16 words) - 22:19, 24 September 2023
- the poset of non-attacking King permutations 2020-05-11 Paper On two-sided gamma-positivity for simple permutations 2018-06-14 Paper Approximate periodicity...10 bytes (16 words) - 02:54, 25 September 2023
- convolution of independent gamma variables 2020-05-28 Paper Density and distribution evaluation for convolution of independent gamma variables 2019-09-30 Paper...10 bytes (17 words) - 18:10, 27 February 2024
- estimation for the three-parameter gamma distribution. 2004-03-14 Paper Borrowing cost reduction by interest rate swaps -- an option pricing analysis. 2004-02-02...10 bytes (17 words) - 06:22, 12 December 2023
- environment 2022-05-20 Paper A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process 2021-09-28 Paper Is the Variance Swap Rate Affine in the Spot Variance...10 bytes (16 words) - 17:58, 24 September 2023
- Abelian Factors 2016-11-18 Paper Closed factorization 2016-09-12 Paper The swap matching problem revisited 2016-06-27 Paper Order-preserving indexing 2016-06-16...10 bytes (19 words) - 03:41, 9 December 2023
- model of gamma hedging) 2013-10-29 Paper https://portal.mardi4nfdi.de/entity/Q5326928 2013-08-01 Paper Discretely sampled variance and volatility swaps versus...10 bytes (19 words) - 22:09, 9 December 2023
- prices and Greeks fornth to default credit swaps in the Li model 2019-01-15 Paper Bounding Bermudan swaptions in a swap-rate market model 2019-01-14 Paper A...10 bytes (19 words) - 07:23, 9 December 2023
- approximations 2018-04-27 Paper Likelihood-based risk estimation for variance-gamma models 2018-04-12 Paper Density approximations and VaR computation for compound...10 bytes (17 words) - 13:29, 24 September 2023
- for MUL-tree pruning 2022-03-22 Paper Hardness and tractability of the \(\gamma\)\textsf{-Complete Subgraph} problem 2021-06-16 Paper Top-\(k\) overlapping...10 bytes (16 words) - 09:16, 25 September 2023
- measure for aggregating risks 2014-07-17 Paper Heston model: the variance swap calibration 2014-06-30 Paper TWO PROCESSES FOR TWO PRICES 2014-04-25 Paper...10 bytes (17 words) - 12:13, 8 December 2023
- estimation for gamma-driven stochastic differential equations 2022-09-28 Paper Dynamic Erdős-Rényi graphs 2022-02-16 Paper FROM BID-ASK CREDIT DEFAULT SWAP QUOTES...10 bytes (17 words) - 20:18, 24 September 2023
- solutions to the Lamé systems in the presence of two nearly touching \(C^{1, \gamma }\)-inclusions 2022-03-09 Paper Empirical likelihood inference for threshold...10 bytes (17 words) - 00:27, 10 December 2023
- de/entity/Q3599729 2009-02-09 Paper Parametric estimation of discretely sampled Gamma-OU processes 2007-02-16 Paper https://portal.mardi4nfdi.de/entity/Q5469598...10 bytes (16 words) - 01:32, 12 December 2023
- Counterparties 2016-12-20 Paper OR Forum—Design of Risk Weights 2015-08-28 Paper Gamma expansion of the Heston stochastic volatility model 2014-12-17 Paper Robust...10 bytes (17 words) - 02:54, 12 December 2023
- suppliers 2019-11-13 Paper Wach models and overconvergence of étale (\(\varphi,\Gamma\))-modules 2019-09-05 Paper Fontaine-Laffaille modules and strongly divisible...10 bytes (16 words) - 02:35, 10 December 2023
- Bilateral Gamma Marginals 2021-02-08 Paper MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS 2021-01-29 Paper Calibration for weak variance-alpha-gamma processes...10 bytes (19 words) - 04:18, 9 December 2023
- completely monotone of an arbitrary real parameter function involving the gamma function 2016-04-28 Paper Non-vanishing and sign changes of Hecke eigenvalues...10 bytes (17 words) - 21:36, 9 December 2023
