A generalized variance gamma process for financial applications
Work
Year: 2010
Type: article
Source: Quantitative Finance
Author Roberto Marfè
Institutions Swiss Finance Institute, University of Lausanne
Cites: 36
Cited by: 17
Related to: 10
FWCI: 1.363
Citation percentile (by year/subfield): 90.07
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed