Additive processes with bilateral gamma marginals
Year of publication: |
2020
|
---|---|
Authors: | Madan, Dilip B. ; Wang, King |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 27.2020, 3, p. 171-188
|
Subject: | Bilateral Gamma | Sato Process | self Decomposable Laws |
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