A multivariate variance gamma model for financial applications

von Semeraro, Patrizia
Veröffentlicht in International journal of theoretical and applied finance (2008)

A note on the portfolio selection problem

von Pellerey, Franco
Veröffentlicht in Theory and decision (2005)

A generalized normal mean-variance mixture for return processes in finance

von Luciano, Elisa
Veröffentlicht in International journal of theoretical and applied finance (2010)

Refinement derivatives and values of games

von Montrucchio, Luigi
Veröffentlicht in Mathematics of operations research (2008)

Multivariate marked poisson processes and market related multidimensional information flows

von Jevtić, Petar
Veröffentlicht in International journal of theoretical and applied finance (2019)

Multivariate factor-based processes with Sato margins

von Marena, Marina
Veröffentlicht in International journal of theoretical and applied finance (2018)

Pricing multivariate barrier reverse convertibles with factor-based subordinators

von Marena, Marina
Veröffentlicht in The journal of computational finance (2018)