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The \(\alpha\)VG model for multivariate asset pricing: calibration and extension - MaRDI portal

The \(\alpha\)VG model for multivariate asset pricing: calibration and extension (Q2393159)

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The \(\alpha\)VG model for multivariate asset pricing: calibration and extension
scientific article

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    title
    The \(\alpha\)VG model for multivariate asset pricing: calibration and extension (English)
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    author
    Florence Guillaume
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    publication date
    7 August 2013
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    Mathematics Subject Classification ID
    91G70
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    91B25
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    91B82
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    62P05
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    zbMATH DE Number
    6196052
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    zbMATH Keywords
    multivariate asset pricing
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    \(\alpha\)VG model
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    calibration
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    calibration risk
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    OpenAlex ID
    W2153999818
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