Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance (Q3404096): Difference between revisions

@@ Property / author @@
-S. D. Howison
@@ Property / author: S. D. Howison / rank @@
-Normal rank
@@ Property / author @@
+S. D. Howison
@@ Property / author: S. D. Howison / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2129318400
@@ Property / OpenAlex ID: W2129318400 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
+Normal rank
@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5512461
@@ Property / cites work: Q5512461 / rank @@
+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 @@
+Time Change Representation of Stochastic Integrals
+Normal rank
@@ Property / cites work @@
+Value-at-risk and asset allocation with stable return distributions
+Normal rank
@@ Property / cites work @@
+Portfolio selection with stable distributed returns
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+The impact of fat tailed returns on asset allocation
+Normal rank