G. Temnov

On the Conditional Moment-Generating Function of a Three-Factor Variance Gamma Based Process and Its Applications to Forward and Futures Pricing R.V. Ivanov, G. Temnov (2016, issue 4)

On the Conditional Moment-Generating Function of a Three-Factor Variance Gamma Based Process and Its Applications to Forward and Futures Pricing
R.V. Ivanov, G. Temnov (2016, issue 4)

Laboratory of large random systems, Dept. of Mechanics and Mathematics
Moscow State University, Vorobievy Gory, 119952 Moscow Russia
E-mail: editor@math-mprf.org
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The journal was founded in 1995 by prof. Malyshev V. A.
Published by Polymat Publishing Company, Moscow, Russia
ISSN 1024-2953
The journal is published quaterly

Markov Processes And Related Fields

Scientific Journal

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