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

Research article (Stochastic Processes and their Applications, 2016) · cited 24× · AI/ML
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Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing

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Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing is a scholarly article[1].

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APA 4ort.xyz Knowledge Graph. (2026). Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing. Retrieved May 24, 2026, from https://4ort.xyz/entity/multivariate-subordination-using-generalised-gamma-convolutions-with-applications-to-variance-gamma-processes-and-option
MLA “Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/multivariate-subordination-using-generalised-gamma-convolutions-with-applications-to-variance-gamma-processes-and-option.
BibTeX @misc{4ortxyz_multivariate-subordination-using-generalised-gamma-convolutions-with-applications-to-variance-gamma-processes-and-option_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing}}, year = {2026}, url = {https://4ort.xyz/entity/multivariate-subordination-using-generalised-gamma-convolutions-with-applications-to-variance-gamma-processes-and-option}, note = {Accessed: 2026-05-24}}
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