Richard Finlay

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Stationary-increment variance-gamma and \(t\) models: simulation and parameter estimation International Statistical Review	2024-07-18	Paper
A generalized hyperbolic model for a risky asset with dependence Statistics & Probability Letters	2021-09-29	Paper
A scalar-valued infinitely divisible random field with Pólya autocorrelation Statistics & Probability Letters	2017-01-16	Paper
scientific article; zbMATH DE number 6408802 (Why is no real title available?)	2015-02-26	Paper
Autocorrelation functions International Statistical Review	2013-06-21	Paper
An inverse gamma activity time process with noninteger parameters and a self-similar limit Journal of Applied Probability	2012-07-08	Paper
OPTION PRICING WITH VG–LIKE MODELS International Journal of Theoretical and Applied Finance	2009-04-21	Paper
A Gamma Activity Time Process with Noninteger Parameter and Self-Similar Limit Journal of Applied Probability	2008-03-07	Paper
Stationary-increment Student and variance-gamma processes Journal of Applied Probability	2006-11-16	Paper

Research outcomes over time

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