Pages that link to "Item:Q3621567"
From MaRDI portal
The following pages link to OPTION PRICING WITH VG–LIKE MODELS (Q3621567):
Displayed 11 items.
- A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
- Option pricing with ARIMA-GARCH models of underlying asset returns (Q1725588) (← links)
- The \(\alpha\)VG model for multivariate asset pricing: calibration and extension (Q2393159) (← links)
- Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← 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)
- A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE (Q2909513) (← links)
- Student-like models for risky asset with dependence (Q2986696) (← links)
- MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS (Q4608113) (← links)