Pages that link to "Item:Q4828199"
From MaRDI portal
The following pages link to Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models (Q4828199):
Displayed 28 items.
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- Selfdecomposable fields (Q521968) (← links)
- Pricing of the time-change risks (Q543799) (← links)
- Local subexponentiality and self-decomposability (Q616260) (← links)
- Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
- Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling (Q745333) (← links)
- Mortality modelling with Lévy processes (Q939382) (← links)
- Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
- Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models (Q1023616) (← links)
- American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
- The split-SV model (Q1659144) (← links)
- Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index (Q1682600) (← links)
- Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes (Q1927109) (← links)
- Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes (Q2444668) (← links)
- Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
- Optimal bond portfolios with fixed time to maturity (Q2513599) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
- Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources (Q2641953) (← links)
- Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637) (← links)
- Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions (Q2911667) (← links)
- Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
- Some recent developments in stochastic volatility modelling (Q4646765) (← links)
- Non-Standard Skorokhod Convergence of Lévy-Driven Convolution Integrals in Hilbert Spaces (Q5247363) (← links)
- A SPREAD-RETURN MEAN-REVERTING MODEL FOR CREDIT SPREAD DYNAMICS (Q5420697) (← links)