Pages that link to "Item:Q2909513"
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The following pages link to A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE (Q2909513):
Displayed 6 items.
- Towards a \(\Delta\)-Gamma Sato multivariate model (Q2180296) (← links)
- Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing (Q2359719) (← links)
- MULTIVARIATE OPTION PRICING MODELS WITH LÉVY AND SATO VG MARGINAL PROCESSES (Q4634638) (← links)
- A Structural Approach to Default Modelling with Pure Jump Processes (Q5165003) (← links)
- (Q5176519) (← links)
- Building multivariate Sato models with linear dependence (Q5234317) (← links)