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~person:"Rathgeber, Andreas W."
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Rathgeber, Andreas W.
Madan, Dilip B.
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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No country for old distributions? : on the comparison of implied option parameters between the Brownian motion and
variance
gamma
process
Ulze, Markus
;
Stadler, Johannes
;
Rathgeber, Andreas W.
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 163-184
Persistent link: https://www.econbiz.de/10013258472
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2
Modeling share returns : an empirical study on the
Variance
Gamma
model
Rathgeber, Andreas W.
;
Stadler, Johannes
;
Stöckl, Stefan
- In:
Journal of economics and finance
40
(
2016
)
4
,
pp. 653-682
Persistent link: https://www.econbiz.de/10011659065
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