Asymmetrically tempered stable distributions with applications to finance (Q5227569): Difference between revisions

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+https://doi.org/10.19195/0208-4147.39.1.6
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+W3012554524
@@ Property / OpenAlex ID: W3012554524 / rank @@
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@@ Property / cites work @@
+Feller processes of normal inverse Gaussian type
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+Tempered Infinitely Divisible Distributions and Processes
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+The Pricing of Options and Corporate Liabilities
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+OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
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+Financial Modelling with Jump Processes
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+Actuarial bridges to dynamic hedging and option pricing
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+Option pricing for a logstable asset price model
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+Q3633248
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+Tempered stable distributions and processes
@@ Property / cites work: Tempered stable distributions and processes / rank @@
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+Tempering stable processes
@@ Property / cites work: Tempering stable processes / rank @@
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+Generalized tempered stable processes
@@ Property / cites work: Generalized tempered stable processes / rank @@
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+Q4937701
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