Pages that link to "Item:Q2893076"
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The following pages link to A generalized variance gamma process for financial applications (Q2893076):
Displayed 5 items.
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Multivariate skew-normal generalized hyperbolic distribution and its properties (Q2451620) (← links)
- CALIBRATING THE SMILE WITH MULTIVARIATE TIME-CHANGED BROWNIAN MOTION AND THE ESSCHER TRANSFORM (Q2874728) (← links)
- A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE (Q2909513) (← links)
- MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS (Q4608113) (← links)