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Volumn 78, Issue 15, 2008, Pages 2478-2484

On the shapes of bilateral Gamma densities

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[No Author keywords available]

Indexed keywords


EID: 52749083101     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2008.02.039     Document Type: Article
Times cited : (40)

References (10)
  • 3
    • 0005833762 scopus 로고    scopus 로고
    • The fine structure of asset returns: An empirical investigation
    • Carr P., Geman H., Madan D., and Yor M. The fine structure of asset returns: An empirical investigation. Journal of Business 75 2 (2002) 305-332
    • (2002) Journal of Business , vol.75 , Issue.2 , pp. 305-332
    • Carr, P.1    Geman, H.2    Madan, D.3    Yor, M.4
  • 4
    • 84972495814 scopus 로고
    • Hyperbolic distributions in finance
    • Eberlein E., and Keller U. Hyperbolic distributions in finance. Bernoulli 1 (1995) 281-299
    • (1995) Bernoulli , vol.1 , pp. 281-299
    • Eberlein, E.1    Keller, U.2
  • 6
    • 37249022808 scopus 로고    scopus 로고
    • Bilateral Gamma distributions and processes in financial mathematics
    • Küchler U., and Tappe S. Bilateral Gamma distributions and processes in financial mathematics. Stochastic Processes and their Applications 118 2 (2008) 261-283
    • (2008) Stochastic Processes and their Applications , vol.118 , Issue.2 , pp. 261-283
    • Küchler, U.1    Tappe, S.2
  • 7
    • 33747192640 scopus 로고    scopus 로고
    • Purely discontinuous asset pricing processes
    • Jouini E., Cvitanič J., and Musiela M. (Eds), Cambridge University Press, Cambridge
    • Madan D.B. Purely discontinuous asset pricing processes. In: Jouini E., Cvitanič J., and Musiela M. (Eds). Option Pricing, Interest Rates and Risk Management (2001), Cambridge University Press, Cambridge 105-153
    • (2001) Option Pricing, Interest Rates and Risk Management , pp. 105-153
    • Madan, D.B.1
  • 8
    • 52749086943 scopus 로고    scopus 로고
    • Sato, K., 1999. Lévy Processes and Infinitely Divisible Distributions, Cambridge Studies in Advanced Mathematics, Cambridge
    • Sato, K., 1999. Lévy Processes and Infinitely Divisible Distributions, Cambridge Studies in Advanced Mathematics, Cambridge


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.