Calibration for Weak Varian... - Researchers

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

ANU Authors

Associate Professor Boris Buchmann
Dr Kevin Lu

Field of Research

Probability Theory

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