Multivariate downside risk: Normal versus Variance Gamma
نویسندگان
چکیده
منابع مشابه
Option Pricing with State-Price Deflators: The Multivariate Exponential Wang Normal Variance: Gamma Asset Pricing Models
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ژورنال
عنوان ژورنال: Journal of Futures Markets
سال: 2011
ISSN: 0270-7314
DOI: 10.1002/fut.20539