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1801.08852.pdf.jpg

Calibration for Weak Variance-Alpha-Gamma Processes

Author(s)Buchmann, Boris; Lu, Kevin; Madan, Dilip B.
TypeJournal article
Date Published23-Aug-2018
Date Created-
01_Buchmann_Functional_laws_for_trimmed_2017.pdf.jpg

Functional laws for trimmed Lévy processes

Author(s)Buchmann, Boris; Ipsen, Yuguang; Maller, Ross
TypeJournal article
Date Published2017
Date Created-
1502.03901.pdf.jpg

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

Author(s)Buchmann, Boris; Kaehler, Benjamin; Maller, Ross, et al
TypeJournal article
Date Published2017
Date Created-
Process of rlargest-AAM.pdf.jpg

Processes of rth largest

Author(s)Buchmann, Boris; Maller, Ross; Resnick, Sidney I.
TypeJournal article
Date Published2018
Date Created-
01_Buchmann_Weak_subordination_of_2019.pdf.jpg

Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions

Author(s)Buchmann, Boris; Lu, Kevin; Madan, Dilip B.
TypeJournal article
Date Published2019
Date Created-
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