Pages that link to "Item:Q4385225"
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The following pages link to Lévy processes, polynomials and martingales (Q4385225):
Displaying 27 items.
- On Markov processes with polynomial conditional moments (Q3450276) (← links)
- Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
- A multivariate Lévy process model with linear correlation (Q3645200) (← links)
- On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes (Q3653081) (← links)
- Discrete chaotic calculus and covariance identities (Q4542937) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour (Q4667987) (← links)
- A risk model driven by Lévy processes (Q4827960) (← links)
- Normal martingales and polynomial families (Q4829665) (← links)
- LSV models with stochastic interest rates and correlated jumps (Q4976326) (← links)
- OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581) (← links)
- Markov processes, polynomial martingales and orthogonal polynomials (Q5085827) (← links)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
- Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP) (Q5092651) (← links)
- MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008) (← links)
- Filtering Response Directions (Q5162853) (← links)
- Equivalent measure changes for subordinate diffusions (Q5243380) (← links)
- RISK MODELS IN INSURANCE AND EPIDEMICS: A BRIDGE THROUGH RANDOMIZED POLYNOMIALS (Q5358047) (← links)
- THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY (Q5696880) (← links)
- HILBERT SPACE OF ANALYTIC FUNCTIONS ASSOCIATED WITH THE MODIFIED BESSEL FUNCTION AND RELATED ORTHOGONAL POLYNOMIALS (Q5708785) (← links)
- Orthogonal and pseudo-orthogonal multi-dimensional Appell polynomials. (Q5931691) (← links)
- \(K\) terms recurrence relations and polynomial variance functions of the \(K\)th degree (Q5946626) (← links)
- An application in stochastics of the Laguerre-type polynomials (Q5946629) (← links)
- Financial activity time (Q6147107) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
- Estimation of the characteristics of a Lévy process observed at arbitrary frequency (Q6573273) (← links)
- Real natural exponential families and generalized orthogonality (Q6579754) (← links)
