MULTIVARIATE OPTION PRICING MODELS WITH LÉVY AND SATO VG MARGINAL PROCESSES (Q4634638)
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scientific article; zbMATH DE number 6858060
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIVARIATE OPTION PRICING MODELS WITH LÉVY AND SATO VG MARGINAL PROCESSES |
scientific article; zbMATH DE number 6858060 |
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MULTIVARIATE OPTION PRICING MODELS WITH LÉVY AND SATO VG MARGINAL PROCESSES (English)
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11 April 2018
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multivariate VG models
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Sato processes
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Lévy processes
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dependence structure
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convolution
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normal mixture
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