A generalized variance gamma process for financial applications (Q2893076)
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scientific article; zbMATH DE number 6049738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized variance gamma process for financial applications |
scientific article; zbMATH DE number 6049738 |
Statements
A generalized variance gamma process for financial applications (English)
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25 June 2012
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Lévy processes
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multivariate subordinators
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dependence
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correlation
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multivariate asset pricing
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variance gamma
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