Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing - Concepedia

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Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing

23

Citations

42

References

2016

Year

Boris Buchmann, Benjamin D. Kaehler, Ross Maller, Alexander Szimayer

Stochastic Processes and their Applications

Option PricingMultivariate SubordinationDerivative PricingProbability TheoryGamma ConvolutionsVariance Gamma Processes

References

	Year	Citations

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