A Generalized Variance Gamma Process for Financial Applications

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Serval ID
serval:BIB_A3772A0DEB1D
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
A Generalized Variance Gamma Process for Financial Applications
Journal
Quantitative Finance
Author(s)
Marfè R.
Publication state
Published
Issued date
2012
Peer-reviewed
Oui
Volume
12
Number
1
Pages
75-87
OAI-PMH
oai:serval.unil.ch:BIB_A3772A0DEB1D
Publisher's website
http://www.tandfonline.com/doi/abs/10.1080/14697688.2010.505199
Create date
17/06/2010 16:28
Last modification date
21/08/2019 5:16
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