A generalized hyperbolic model for a risky asset with dependence (Q2231023): Difference between revisions

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+Superposition of Ornstein--Uhlenbeck Type Processes
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Diffusion-type models with given marginal distribution and autocorrelation function
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+SELF-DECOMPOSABILITY AND OPTION PRICING
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+Q3154980
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+Term Structure Models Driven by General Levy Processes
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+Q5824493
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+Stationary-increment Student and variance-gamma processes
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+A Gamma Activity Time Process with Noninteger Parameter and Self-Similar Limit
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+OPTION PRICING WITH VG–LIKE MODELS
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+Extending the multivariate generalised \(t\) and generalised \(VG\) distributions
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+Q3671491
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+The past and future of empirical finance: some personal comments
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+Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions
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+Student processes
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+An integral representation for selfdecomposable banach space valued random variables
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+The Student Subordinator Model with Dependence for Risky Asset Returns
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+A normal inverse Gaussian model for a risky asset with dependence
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+Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions
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+Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
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+Generalized Hyperbolic Diffusion Processes with Applications in Finance
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+Q4104175
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+Q5846799
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+On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
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