Authors Joan del Castillo, Isabel Serra, and Jalila Daoudi Year of Publication 2017 Publisher ASTIN Bulletin Volume 47 Issue 3 Pagination 895-917 DOI https://doi.org/10.1017/asb.2017.9 URL https://www.cambridge.org/core/journals/astin-bulletin-journal-of-the-iaa/article/full-tails-gamma-distribution-applied-to-model-extreme-values/E5B7630E078F10D62E0959B405DE0D8D ← Modeling stationary data by a class of generalized Ornstein-Uhlenbeck processes: the Gaussian case → Hedging of Time Discrete Auto-Regressive Stochastic Volatility Options