Pages that link to "Item:Q2909513"

The following pages link to A multivariate pure-jump model with multi-factorial dependence structure (Q2909513):

Displaying 9 items.

• Towards a \(\Delta\)-Gamma Sato multivariate model (Q2180296) (← links)
• On non-linear dependence of multivariate subordinated Lévy processes (Q2216946) (← links)
• Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing (Q2359719) (← links)
• A generalized variance gamma process for financial applications (Q2893076) (← links)
• MULTIVARIATE OPTION PRICING MODELS WITH LÉVY AND SATO VG MARGINAL PROCESSES (Q4634638) (← links)
• A Structural Approach to Default Modelling with Pure Jump Processes (Q5165003) (← links)
• (Q5176519) (← links)
• Jump factor models in large cross‐sections (Q5208562) (← links)
• Building multivariate Sato models with linear dependence (Q5234317) (← links)