The following pages link to The \(\beta \)-variance gamma model (Q660161):
Displaying 7 items.
- Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626) (← links)
- Towards a \(\Delta\)-Gamma Sato multivariate model (Q2180296) (← links)
- Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation (Q2434751) (← links)
- Explicit representations for the expectations of exponential functionals of the multi-factor variance gamma process and their applications (Q2803412) (← links)
- An Euler-Poisson scheme for Lévy driven stochastic differential equations (Q2804429) (← links)
- Fitting the variance-gamma model to financial data (Q4822460) (← links)
- (Q5506180) (← links)
