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Found 12 Documents (Results 1–12)

The early years of the variance-gamma process. (English) Zbl 1161.60300

Fu, Michael C. (ed.) et al., Advances in mathematical finance. Papers presented at the ‘Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan’, College Park, MD, USA, September 29 – October 1, 2006. Boston, MA: Birkhäuser (ISBN 978-0-8176-4544-1/hbk). Applied and Numerical Harmonic Analysis, 3-19 (2007).
MSC:  60-03 01A60 62F10 60G51 91B28
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