Pages that link to "Item:Q1688726"
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The following pages link to On risk measuring in the variance-gamma model (Q1688726):
Displaying 5 items.
- On lower partial moments for the investment portfolio with variance-gamma distributed returns (Q2113612) (← links)
- Option pricing in time-changed Lévy models with compound Poisson jumps (Q2326531) (← links)
- OPTION PRICING IN THE VARIANCE-GAMMA MODEL UNDER THE DRIFT JUMP (Q4571696) (← links)
- Modeling Variance Risk Premium (Q4609756) (← links)
- Fitting the variance-gamma model to financial data (Q4822460) (← links)