Pages that link to "Item:Q2729107"
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The following pages link to Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (Q2729107):
Displayed 12 items.
- Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes (Q5467712) (← links)
- A Note on Non-Negative Continuous Time Processes (Q5473056) (← links)
- PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS (Q5692936) (← links)
- Student processes (Q5694148) (← links)
- EXPLORING MULTI-RESOLUTION AND MULTI-SCALING VOLATILITY FEATURES (Q5694556) (← links)
- A FORWARD LOOKING, SINGULAR PERTURBATION APPROACH TO PRICING OPTIONS UNDER MARKET UNCERTAINTY AND TRADING NOISE (Q5696298) (← links)
- THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY (Q5696880) (← links)
- Spatio-temporal variograms and covariance models (Q5697198) (← links)
- Bayesian Analysis of Single-Molecule Experimental Data (Q5757775) (← links)
- Double Hierarchical Generalized Linear Models (With Discussion) (Q5757822) (← links)
- A forward started jump-diffusion model and pricing of cliquet style exotics (Q5962132) (← links)
- Tail of a linear diffusion with Markov switching (Q5970344) (← links)