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20062018
most citedCGMY and Meixner Subordinators are Absolutely Continuous with respect to One Sided Stable Subordinators

40 citations · 41 across the 4 of their papers we have counts for

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Showing 2016 · math.PRShow all

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math.PR2016

Weak Subordination of Multivariate Lévy Processes and Variance Generalised Gamma Convolutions

Boris Buchmann, Kevin Lu, Dilip B. Madan

Subordinating a multivariate Lévy process, the subordinate, with a univariate subordinator gives rise to a pathwise construction of a new Lévy process, provided the subordinator an…