//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Madan, Dilip B"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"variance gamma"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Applied Mathematics
1
Dependence Modeling
1
Finance
1
ICA
1
Mathematics
1
Multi-asset Option
1
Multivariate Variance Gamma
1
Operations Research
1
Thrift Savings
1
Variance Gamma
1
optimization
1
pension
1
portfolio
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Thesis
2
Language
All
English
1
Undetermined
1
Author
All
Madan, Dilip B
Madan, Dilip B.
23
Ivanov, Roman V.
8
Carr, Peter
5
Schoutens, Wim
5
Göncü, Ahmet
4
Wang, King
4
Aguilar, Jean-Philippe
3
Cao, Lingyan
3
Cervellera, Gian P.
3
Madan, Dilip
3
Mercuri, Lorenzo
3
Neto, David
3
Sardy, Sylvain
3
Tichý, Tomáš
3
Yor, Marc
3
BOYARCHENKO, MITYA
2
Cummins, Mark
2
Guo, Zheng-Feng
2
Heidergott, Bernd
2
Hitaj, Asmerilda
2
Hughston, Lane P.
2
Kao, Lie Jane
2
Karahan, Mehmet Oguz
2
Kiely, Greg
2
Kozubowski, Tomasz J.
2
Kuzubas, Tolga Umut
2
Küchler, Uwe
2
LEVENDORSKIĬ, SERGEI
2
MADAN, DILIP B.
2
Mata, Leovardo
2
Mazur, Stepan
2
Michaelsen, Markus
2
Mozumder, Sharif
2
Murphy, Bernard
2
Naumann, Eva
2
Nzokem, Aubain Hilaire
2
Pistorius, Martijn
2
Podgorski, Krysztof
2
Rathgeber, Andreas W.
2
more ...
less ...
Source
All
BASE
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The Multivariate
Variance
Gamma
Process and Its Applications in Multi-asset Option Pricing
Wang, Jun
-
2009
.In this thesis, we introduce a new multivariate
variance
gamma
process which allows arbitrary marginal
variance
gamma
(VG … such as normal inverse Gaussian (NIG) process.To test whether the multivariate
variance
gamma
model fits the joint …
Persistent link: https://www.econbiz.de/10009450700
Saved in:
2
Empirical Analyses on Federal Thrift Savings Plan Portfolio Optimization
Nestler, Scott T
-
2007
independent components analysis (ICA) and following the
Variance
Gamma
(VG) process, provide any advantage in constructing optimal …
Persistent link: https://www.econbiz.de/10009450764
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->