Pages that link to "Item:Q5149265"
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The following pages link to Additive Processes with Bilateral Gamma Marginals (Q5149265):
Displayed 5 items.
- On lower partial moments for the investment portfolio with variance-gamma distributed returns (Q2113612) (← links)
- Additive logistic processes in option pricing (Q2238772) (← links)
- OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES (Q5157846) (← links)
- A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)
- The economics of time as it is embedded in the prices of options§ (Q6158421) (← links)