Calibration for Weak Variance-Alpha-Gamma Processes

Citation

Buchmann, B, Lu, K & Madan, D 2019, 'Calibration for Weak Variance-Alpha-Gamma Processes', Methodology and Computing in Applied Probability, 21, 1151--1164

Year

2018

Field of Research

  • Probability Theory

Updated:  19 January 2022 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers