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Search: subject:"negative binomial process"
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Negative binomial autoregressive process
Gouriéroux, Christian
;
Lu, Yang
-
2018
Persistent link: https://www.econbiz.de/10012201119
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Adjusting exponential Lévy models toward the simultaneous calibration of market prices for crash cliquets
Carr, Peter
;
Khanna, Ajay
;
Madan, Dilip B.
- In:
The journal of computational finance
20
(
2016
)
1
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pp. 89-111
Persistent link: https://www.econbiz.de/10011639593
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