Quantile clocks
Author:
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://projecteuclid.org/download/pdfview_1/euclid.aoap/1319576605
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4. Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing;Stochastic Processes and their Applications;2017-07
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