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On the moments of the variance-gamma distribution

On the moments of the variance-gamma distribution

16 September 2022
Robert E. Gaunt
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Papers citing "On the moments of the variance-gamma distribution"

3 / 3 papers shown
Title
The Variance-Gamma Distribution: A Review
The Variance-Gamma Distribution: A Review
Adrian Fischer
Robert E. Gaunt
A. Sarantsev
33
17
0
09 Mar 2023
The basic distributional theory for the product of zero mean correlated
  normal random variables
The basic distributional theory for the product of zero mean correlated normal random variables
Robert E. Gaunt
15
19
0
05 Jun 2021
A note on the distribution of the product of zero mean correlated normal
  random variables
A note on the distribution of the product of zero mean correlated normal random variables
Robert E. Gaunt
13
41
0
11 Jul 2018
1