Pages that link to "Item:Q3621567"

The following pages link to OPTION PRICING WITH VG–LIKE MODELS (Q3621567):

Displaying 18 items.

• A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
• Option pricing with ARIMA-GARCH models of underlying asset returns (Q1725588) (← links)
• Towards a \(\Delta\)-Gamma Sato multivariate model (Q2180296) (← links)
• On bounds for the mode and median of the generalized hyperbolic and related distributions (Q2208273) (← links)
• A generalized hyperbolic model for a risky asset with dependence (Q2231023) (← links)
• Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I (Q2297333) (← links)
• The \(\alpha\)VG model for multivariate asset pricing: calibration and extension (Q2393159) (← 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)
• A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE (Q2909513) (← links)
• Student-like models for risky asset with dependence (Q2986696) (← links)
• MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS (Q4608113) (← links)
• Building multivariate Sato models with linear dependence (Q5234317) (← links)
• The basic distributional theory for the product of zero mean correlated normal random variables (Q6068049) (← links)
• A note on the distribution of the product of zero‐mean correlated normal random variables (Q6187974) (← links)