Pages that link to "Item:Q3645200"
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The following pages link to A multivariate Lévy process model with linear correlation (Q3645200):
Displaying 13 items.
- Calibration for weak variance-alpha-gamma processes (Q2176361) (← links)
- Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing (Q2359719) (← links)
- The \(\alpha\)VG model for multivariate asset pricing: calibration and extension (Q2393159) (← links)
- Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform (Q2874728) (← links)
- A generalized variance gamma process for financial applications (Q2893076) (← links)
- A multivariate pure-jump model with multi-factorial dependence structure (Q2909513) (← links)
- Lévy Copulas: Review of Recent Results (Q2956050) (← links)
- (Q3457604) (← links)
- MULTIVARIATE OPTION PRICING MODELS WITH LÉVY AND SATO VG MARGINAL PROCESSES (Q4634638) (← links)
- Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model (Q4689916) (← links)
- Building multivariate Sato models with linear dependence (Q5234317) (← links)
- Multivariate Lévy processes with dependent jump intensity (Q5245898) (← links)
- TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS (Q5408113) (← links)