Pages that link to "Item:Q1003824"
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The following pages link to Closed-form valuations of basket options using a multivariate normal inverse Gaussian model (Q1003824):
Displaying 4 items.
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (Q68580) (← links)
- Pricing and hedging basket options with exact moment matching (Q343968) (← links)
- Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes (Q477916) (← links)
- CALIBRATING THE SMILE WITH MULTIVARIATE TIME-CHANGED BROWNIAN MOTION AND THE ESSCHER TRANSFORM (Q2874728) (← links)
