Absolute moments of the variance-gamma distribution-Reference-Cited by-同舟云学术

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Absolute moments of the variance-gamma distribution

Published:2025-03 Issue:1 Volume:543 Page:128861
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Gaunt Robert E.^ORCID

Funder

Engineering and Physical Sciences Research Council

Publisher

Elsevier BV

Reference25 articles.

1. Optimal variance-gamma approximation on the second Wiener chaos;Azmoodeh;J. Funct. Anal.,2022

2. Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy processes;Barndorff-Nielsen;Scand. J. Stat.,2005

3. Hyperbolic processes in finance;Bibby,2003

4. On the frequency function of xy;Craig;Ann. Math. Stat.,1936

5. The Variance-Gamma Distribution: A Review;Fischer;Stat. Sci.,2024

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