Pages that link to "Item:Q301218"
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The following pages link to Option pricing in a conditional bilateral Gamma model (Q301218):
Displayed 4 items.
- The state of financial modelling in 2012, as shaped by the GFC (Q301201) (← links)
- A note on the pricing of multivariate contingent claims under a transformed-gamma distribution (Q315039) (← links)
- The behavioral implications of the bilateral gamma process (Q2150400) (← links)
- On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)