Pages that link to "Item:Q3410925"
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The following pages link to Stationary-increment Student and variance-gamma processes (Q3410925):
Displayed 9 items.
- Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
- A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
- LOCALLY RISK-NEUTRAL VALUATION OF OPTIONS IN GARCH MODELS BASED ON VARIANCE-GAMMA PROCESS (Q2882691) (← links)
- The Student Subordinator Model with Dependence for Risky Asset Returns (Q2890083) (← links)
- A generalized variance gamma process for financial applications (Q2893076) (← links)
- Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions (Q2893289) (← links)
- An Inverse Gamma Activity Time Process with Noninteger Parameters and a Self-Similar Limit (Q2897153) (← links)
- Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
- OPTION PRICING WITH VG–LIKE MODELS (Q3621567) (← links)