# 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

**Wikidata**: [openalex:W2963686300](https://www.wikidata.org/wiki/openalex:W2963686300)  
**Source**: https://4ort.xyz/entity/multivariate-subordination-using-generalised-gamma-convolutions-with-applications-to-variance-gamma-processes-and-option
