The variance gamma distribution-Reference-Cited by-同舟云学术

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The variance gamma distribution

Published:2019-10 Issue:5 Volume:16 Page:10-11
ISSN:1740-9705
Container-title:Significance
language:en
Short-container-title:Significance

Author:

Nestler Scott¹,Hall Andrew²

Affiliation:

1. PhD, CAP, PStat, is academic director of an MS in business analytics programme, Mendoza College of Business, University of Notre Dame.

2. PhD, is a US Army Colonel, and the director of the Army Cyber Institute at the US Military Academy at West Point.

Publisher

Wiley

Subject

Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1740-9713.2019.01314.x

Reference3 articles.

1. Fitting the variance-gamma model to financial data

2. The Variance Gamma (V.G.) Model for Share Market Returns

3. The Variance Gamma Process and Option Pricing

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Seebeck Coefficient of Ionic Conductors from Bayesian Regression Analysis;Journal of Chemical Theory and Computation;2024-06-10

2. A practical, effective calculation of gamma difference distributions with open data science tools;Journal of Statistical Computation and Simulation;2022-01-21

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