Modeling chinese stock returns with stable distribution (Q646126): Difference between revisions

@@ Property / author @@
-Wei-Lin Xiao
@@ Property / author: Wei-Lin Xiao / rank @@
-Normal rank
@@ Property / author @@
+Wei-Lin Xiao
@@ Property / author: Wei-Lin Xiao / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+STABLE
@@ Property / describes a project that uses: STABLE / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.mcm.2011.03.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2062062923
@@ Property / OpenAlex ID: W2062062923 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Jump diffusion model with application to the Japanese stock market
+Normal rank
@@ Property / cites work @@
+A study of Greek letters of currency option under uncertainty environments
+Normal rank
@@ Property / cites work @@
+Simple consistent estimators of stable distribution parameters
+Normal rank
@@ Property / cites work @@
+Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
+Normal rank
@@ Property / cites work @@
+Numerical calculation of stable densities and distribution functions
+Normal rank
@@ Property / cites work @@
+Estimation of stable spectral measures
@@ Property / cites work: Estimation of stable spectral measures / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate geometric stable distributions in financial applications.
+Normal rank
@@ Property / cites work @@
+Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme
+Normal rank
@@ Property / cites work @@
+Geometric stable laws: Estimation and applications
+Normal rank
@@ Property / cites work @@
+Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
+Normal rank
@@ Property / cites work @@
+On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+A Jump-Diffusion Model for Option Pricing
@@ Property / cites work: A Jump-Diffusion Model for Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing bounds in an a α stable security market
+Normal rank
@@ Property / cites work @@
+Option pricing for a logstable asset price model
@@ Property / cites work: Option pricing for a logstable asset price model / rank @@
+Normal rank
@@ Property / cites work @@
+Q3717907
@@ Property / cites work: Q3717907 / rank @@
+Normal rank
@@ Property / cites work @@
+Transform Analysis and Asset Pricing for Affine Jump-diffusions
+Normal rank
@@ Property / cites work @@
+Parameter Estimates for Symmetric Stable Distributions
+Normal rank
@@ Property / cites work @@
+Multivariate stable distributions
@@ Property / cites work: Multivariate stable distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation in Univariate and Multivariate Stable Distributions
+Normal rank
@@ Property / cites work @@
+Regression-Type Estimation of the Parameters of Stable Laws
+Normal rank
@@ Property / cites work @@
+An iterative procedure for the estimation of the parameters of stable laws
+Normal rank
@@ Property / cites work @@
+Q4247109
@@ Property / cites work: Q4247109 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4862600
@@ Property / cites work: Q4862600 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:646126