Pages that link to "Item:Q3621567"
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The following pages link to OPTION PRICING WITH VG–LIKE MODELS (Q3621567):
Displayed 7 items.
- A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
- The \(\alpha\)VG model for multivariate asset pricing: calibration and extension (Q2393159) (← 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)