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Multivariate subordination, self-decomposability and stability

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References

1992Generalized Gamma Convolutions and Related Classes of Distributions and Densities318 cited

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2014Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators43 cited
2001Subordination and self-decomposability42 cited
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2016Dependence calibration and portfolio fit with factor-based subordinators32 cited
2010A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE29 cited
2014MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS29 cited
2007Expected waiting time in symmetric polling systems with correlated walking times22 cited

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