The following pages link to (Q3563048):
Displaying 14 items.
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Subordination, self-similarity, and option pricing (Q1009413) (← links)
- Multivariate FX models with jumps: triangles, quantos and implied correlation (Q1753549) (← links)
- Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data (Q2209820) (← links)
- Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Characterization of dependence of multidimensional Lévy processes using Lévy copulas (Q2499076) (← links)
- A novel single-gamma approximation to the sum of independent gamma variables, and a generalization to infinitely divisible distributions (Q2509805) (← links)
- A Structural Jump Threshold Framework for Credit Risk (Q2819097) (← links)
- A GENERAL ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODEL WITH LÉVY JUMPS (Q2953304) (← links)
- On Approximations of Small Jumps of Subordinators with Particular Emphasis on a Dickman-Type Limit (Q3182429) (← links)
- Error Bounds for Small Jumps of Lévy Processes (Q4915651) (← links)
- A Fast Finite Difference Method for Tempered Fractional Diffusion Equations (Q5160056) (← links)
- CONSTRUCTION OF THE BLACK-SCHOLES PDE WITH JUMP-DIFFUSION MODEL (Q5237548) (← links)
