Pages that link to "Item:Q3410925"

The following pages link to Stationary-increment Student and variance-gamma processes (Q3410925):

Displaying 25 items.

• Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
• A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
• Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626) (← links)
• On lower partial moments for the investment portfolio with variance-gamma distributed returns (Q2113612) (← links)
• A generalized hyperbolic model for a risky asset with dependence (Q2231023) (← links)
• Option pricing in time-changed Lévy models with compound Poisson jumps (Q2326531) (← links)
• A risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence (Q2441148) (← links)
• Explicit representations for the expectations of exponential functionals of the multi-factor variance gamma process and their applications (Q2803412) (← 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)
• An Inverse Gamma Activity Time Process with Noninteger Parameters and a Self-Similar Limit (Q2897153) (← links)
• Student-like models for risky asset with dependence (Q2986696) (← links)
• Multifractal scenarios for products of geometric Lévy-based stationary models (Q3185980) (← links)
• Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
• OPTION PRICING WITH VG–LIKE MODELS (Q3621567) (← links)
• OPTION PRICING IN THE VARIANCE-GAMMA MODEL UNDER THE DRIFT JUMP (Q4571696) (← links)
• Isotropic random fields with infinitely divisible marginal distributions (Q4639164) (← links)
• Student's<i>t</i>Vector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances (Q4916406) (← links)
• A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps (Q5034147) (← links)
• Vector Stochastic Processes with Pólya‐Type Correlation Structure (Q6064689) (← links)
• Stationary-increment variance-gamma and \(t\) models: simulation and parameter estimation (Q6574223) (← links)
• Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations (Q6578138) (← links)