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Variance gamma process
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1	Appendices A. Simulating Fat Tailed Distributions Suppose one wants to simulate a random variable of zero mean and unit variance, but with a given degree of tail fatness (fourth moment). Sticking to the more-or-less \bel Add to Reading List Source URL: www.mit.edu Language: English - Date: 2003-05-07 11:47:19 Kurtosis RiskMetrics Normal distribution Poisson distribution Standard deviation Probability distribution Variance Variance gamma process Cauchy distribution Statistics Data analysis Summary statistics
2	Generalized Brownian - Laplace processes and financial modeling K.K. Jose Kanichukattu Principal & Professor of Statistics, St.Thomas College, Pala, Mahatma Gandhi University, Kottayam, Kerala, India, e-mail: kkj Add to Reading List Source URL: www.statistics.gov.hk Language: English - Date: 2013-08-22 04:39:21 Probability and statistics Laplace distribution Brownian motion Normal distribution Variance gamma process Gamma distribution Inverse Gaussian distribution Gaussian process Laplace operator Statistics Mathematical analysis Stochastic processes
3	Valuation with meromorphic Lévy processes Add to Reading List Source URL: www.actuaries.org Language: English - Date: 2011-08-15 16:03:03 Brownian motion Poisson process Markov process Wiener process Variance gamma process Statistics Stochastic processes Lévy process
4	ALBANESE.QXD[removed]:23 Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Finance Investment Implied volatility Black–Scholes Volatility Trinomial tree Stochastic volatility Variance gamma process Valuation of options Options Mathematical finance Financial economics
5	CREDIT BARRIER MODELS CLAUDIO ALBANESE, GIUSEPPE CAMPOLIETI, OLIVER CHEN, AND ANDREI ZAVIDONOV A BSTRACT. The model introduced in this article is designed to provide a consistent representation for both the real-world an Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:18 Stochastic processes Finance Black–Scholes Credit default swap Variance gamma process Stochastic differential equation Credit rating agency Credit risk Implied volatility Mathematical finance Financial economics Statistics
6	Imperial College of Science, Technology and Medicine Department of Mathematics Approximating L´ Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-01-26 14:37:38 Normal distribution Brownian motion Lévy process Black–Scholes Compound Poisson process Inverse Gaussian distribution Gaussian process Volatility Gamma process Statistics Stochastic processes Variance gamma process
7	Imperial College of Science, Technology and Medicine Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-10-31 06:28:38 Probability and statistics Normal distribution Brownian motion Black–Scholes Characteristic function Moment-generating function Variance gamma process Volatility Compound Poisson process Statistics Stochastic processes Probability theory
8	PDF Document Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2002-08-30 08:31:29 Options Variance gamma process Black–Scholes Normal distribution Stochastic volatility Implied volatility Geometric Brownian motion Wiener process Gamma distribution Statistics Stochastic processes Mathematical finance

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