Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758): Difference between revisions

@@ Property / cites work @@
+On the computer generation of random variables with a given characteristic function
+Normal rank
@@ Property / cites work @@
+Computations of Greeks in a market with jumps via the Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Applications of Malliavin calculus to Monte Carlo methods in finance
+Normal rank
@@ Property / cites work @@
+Q4433608
@@ Property / cites work: Q4433608 / rank @@
+Normal rank
@@ Property / cites work @@
+Sensitivity Estimates from Characteristic Functions
+Normal rank
@@ Property / cites work @@
+Processes of Meixner type
@@ Property / cites work: Processes of Meixner type / rank @@
+Normal rank
@@ Property / cites work @@
+Simulation and Estimation of the Meixner Distribution
+Normal rank
@@ Property / cites work @@
+On layered stable processes
@@ Property / cites work: On layered stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3107551
@@ Property / cites work: Q3107551 / rank @@
+Normal rank
@@ Property / cites work @@
+Computation of Greeks and Multidimensional Density Estimation for Asset Price Models with Time-Changed Brownian Motion
+Normal rank
@@ Property / cites work @@
+Sensitivity analysis for averaged asset price dynamics with gamma processes
+Normal rank
@@ Property / cites work @@
+GREEKS FORMULAS FOR AN ASSET PRICE MODEL WITH GAMMA PROCESSES
+Normal rank
@@ Property / cites work @@
+On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling
+Normal rank
@@ Property / cites work @@
+On simulation of tempered stable random variates
@@ Property / cites work: On simulation of tempered stable random variates / rank @@
+Normal rank
@@ Property / cites work @@
+Tempering stable processes
@@ Property / cites work: Tempering stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy processes, polynomials and martingales
@@ Property / cites work: Lévy processes, polynomials and martingales / rank @@
+Normal rank
@@ Property / cites work @@
+On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes
+Normal rank