Pages that link to "Item:Q419211"
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The following pages link to Approximation of the variance gamma model with a finite mixture of normals (Q419211):
Displaying 10 items.
- Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147) (← links)
- Risk parity for mixed tempered stable distributed sources of risk (Q1703562) (← links)
- Consistency of the MLE under a two-parameter gamma mixture model with a structural shape parameter (Q2082566) (← links)
- Towards a \(\Delta\)-Gamma Sato multivariate model (Q2180296) (← links)
- Finite mixtures of unimodal beta and gamma densities and the \(k\)-bumps algorithm (Q2259082) (← links)
- Lévy CARMA models for shocks in mortality (Q2331010) (← links)
- SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL (Q3304214) (← links)
- Mixed tempered stable distribution (Q4683086) (← links)
- Finite Mixture Approximation of CARMA(p,q) Models (Q5013835) (← links)
- An efficient unified approach for spread option pricing in a copula market model (Q6549601) (← links)
