Richard Finlay

Available identifiers

zbMath Open finlay.richardMaRDI QIDQ504476

List of research outcomes

Publication	Date of Publication	Type
Stationary-increment variance-gamma and \(t\) models: simulation and parameter estimation	2024-07-18	Paper
A generalized hyperbolic model for a risky asset with dependence	2021-09-29	Paper
A scalar-valued infinitely divisible random field with Pólya autocorrelation	2017-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q5176519	2015-02-26	Paper
Autocorrelation Functions	2013-06-21	Paper
An inverse gamma activity time process with noninteger parameters and a self-similar limit	2012-07-08	Paper
OPTION PRICING WITH VG–LIKE MODELS	2009-04-21	Paper
A Gamma Activity Time Process with Noninteger Parameter and Self-Similar Limit	2008-03-07	Paper
Stationary-increment Student and variance-gamma processes	2006-11-16	Paper

Research outcomes over time

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