Pages that link to "Item:Q2905725"
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The following pages link to Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations (Q2905725):
Displayed 19 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- Discussion of `On simulation and properties of the stable law' by Devroye and James (Q257657) (← links)
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
- Sample path generation of Lévy-driven continuous-time autoregressive moving average processes (Q518863) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes (Q2032233) (← links)
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- On fractional Lévy processes: tempering, sample path properties and stochastic integration (Q2302689) (← links)
- Implied risk aversion: an alternative rating system for retail structured products (Q2328778) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
- Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- LOOKBACK OPTION PRICES UNDER A SPECTRALLY NEGATIVE TEMPERED-STABLE MODEL (Q2841328) (← links)
- Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes (Q3094135) (← links)
- Measuring Impact of Random Jumps Without Sample Path Generation (Q3452488) (← links)
- On the simulation of general tempered stable Ornstein–Uhlenbeck processes (Q5107760) (← links)