Buchmann, Boris

1. Weak Subordination of Multivariate Lévy Processes and Variance Generalised Gamma Convolutions
   2016/09/15 by Buchmann, Boris, Lu, Kevin, Madan, Dilip B. · 2 citations
   #60E07 #60G51 #60J65 #60J75 (Secondary) #62H20 #62P05 (Primary) #FOS: Mathematics #Probability (math.PR)
2. Selfdecomposability of Weak Variance Generalised Gamma Convolutions
   2017/12/11 by Boris Buchmann, Kevin W. Lu, Buchmann, Boris +3 · 1 citation
   Economics, Econometrics and Finance · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications