Moment generating functions and normalized implied volatilities: unification and extension via Fukasawa’s pricing formula

Quantitative Finance ◽

10.1080/14697688.2017.1348619 ◽

2017 ◽

Vol 18 (4) ◽

pp. 609-622

Author(s):

Stefano De Marco ◽

Claude Martini

Keyword(s):

Generating Functions ◽

Moment Generating Functions ◽

Pricing Formula

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Moments And Moment-generating Functions

Mathematical Statistics for Applied Econometrics ◽

10.1201/b17503-10 ◽

2014 ◽

pp. 107-132

Keyword(s):

Generating Functions ◽

Moment Generating Functions

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Probability Distributions and Moment Generating Functions

Introductory Mathematics and Statistics for Islamic Finance ◽

10.1002/9781118779712.ch12 ◽

2015 ◽

pp. 251-270

Keyword(s):

Generating Functions ◽

Probability Distributions ◽

Moment Generating Functions

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Deriving Mixture Distributions Through Moment-Generating Functions

Journal of Statistical Theory and Applications ◽

10.2991/jsta.d.200826.001 ◽

2020 ◽

Author(s):

Subhash Bagui ◽

Jia Liu ◽

Shen Zhang

Keyword(s):

Generating Functions ◽

Mixture Distributions ◽

Moment Generating Functions

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Moment Generating Functions of Generalized Order Statistics From Extended Type II Generalized Logistic Distribution

Journal of Statistical Theory and Applications ◽

10.2991/jsta.2014.13.4.1 ◽

2014 ◽

Vol 13 (4) ◽

pp. 273 ◽

Author(s):

Devendra Kumar

Keyword(s):

Order Statistics ◽

Generating Functions ◽

Generalized Order Statistics ◽

Logistic Distribution ◽

Type Ii ◽

Generalized Logistic Distribution ◽

Moment Generating Functions ◽

Extended Type ◽

Generalized Order

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Bounds of moment generating functions of some life distributions

Statistical Papers ◽

10.1007/bf02763006 ◽

2005 ◽

Vol 46 (4) ◽

pp. 575-585 ◽

Author(s):

Ibrahim A. Ahmad ◽

A. R. Mugdadi

Keyword(s):

Generating Functions ◽

Moment Generating Functions ◽

Life Distributions

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Appendix: Moment Generating Functions

Wiley Series in Probability and Statistics - Flowgraph Models for Multistate Time-to-Event Data ◽

10.1002/0471686565.app1 ◽

2004 ◽

pp. 247-250

Keyword(s):

Generating Functions ◽

Moment Generating Functions

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Moment closure for FV-processes using moment-generating functions

SSRN Electronic Journal ◽

10.2139/ssrn.3999069 ◽

2021 ◽

Author(s):

Alexander Sevel Lollike

Keyword(s):

Generating Functions ◽

Moment Closure ◽

Moment Generating Functions

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Moment Generating Functions and Sums of Independent Random Variables

Probability with Statistical Applications ◽

10.1007/978-0-8176-8250-7_7 ◽

2011 ◽

pp. 179-199

Author(s):

Rinaldo B. Schinazi

Keyword(s):

Generating Functions ◽

Random Variables ◽

Independent Random Variables ◽

Moment Generating Functions

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On the moment generating functions for integer valued random variables

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2018.1508716 ◽

2019 ◽

Vol 48 (20) ◽

pp. 5169-5174 ◽

Author(s):

Pingfan Song ◽

Shaochen Wang

Keyword(s):

Generating Functions ◽

Random Variables ◽

Moment Generating Functions ◽

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Proof of an algebraic central limit theorem by moment generating functions

Lecture Notes in Mathematics - Stochastic Processes — Mathematics and Physics II ◽

10.1007/bfb0077366 ◽

1987 ◽

pp. 342-347 ◽

Author(s):

Wilhelm von Waldenfels

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Generating Functions ◽

Moment Generating Functions

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