Pages that link to "Item:Q3061268"
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The following pages link to Option pricing in bilateral Gamma stock models (Q3061268):
Displaying 7 items.
- Tempered stable distributions and processes (Q61368) (← links)
- Option pricing in a conditional bilateral Gamma model (Q301218) (← links)
- The behavioral implications of the bilateral gamma process (Q2150400) (← links)
- Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing (Q2359719) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- Mixed tempered stable distribution (Q4683086) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)