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A Gamma Process with Three Sources of Variability
Symmetry, 2023Luis CARLOS Méndez-González +2 more
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Flexible paleoclimate age-depth models using an autoregressive gamma process
Bayesian Analysis, 2011Maarten Blaauw, J Andres Christen
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ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering, 2021
, , Zhenhao Zhang
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, , Zhenhao Zhang
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A time-discrete extended gamma process for time-dependent degradation phenomena
Reliability Engineering and System Safety, 2012Gianpaolo Pulcini +2 more
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A note on the multiplicative gamma process
Statistics and Probability Letters, 2017Daniele Durante
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How heterogeneity influences condition-based maintenance for gamma degradation process
International Journal of Production Research, 2016Linmiao Zhang, Houcai Shen
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The behavioral implications of the bilateral gamma process
Physica A: Statistical Mechanics and Its Applications, 2018Haibin Xie, Shouyang Wang, Zudi Lu
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A fast and accurate lattice model to evaluate options under the variance gamma process
2015We develop a lattice-based model to evaluate European and American plain vanilla options when the underlying asset price is driven by a variance gamma process. By applying the Levy-Ito decomposition of the process, we obtain a compound Poisson process made up of a linear drift and the sum of the jumps taken by the process.
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