Pages that link to "Item:Q1000425"

The following pages link to Subordinated market index models: A comparison (Q1000425):

Displaying 20 items.

• On the controversy over tailweight of distributions. (Q703249) (← links)
• Black-Scholes formula in subdiffusive regime (Q841145) (← links)
• Stochastic models for risk estimation in volatile markets: a survey (Q993727) (← links)
• Extending the multivariate generalised \(t\) and generalised \(VG\) distributions (Q1041071) (← links)
• Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
• Timing portfolio strategies with exponential Lévy processes (Q1722752) (← links)
• Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
• Estimation of a noisy subordinated Brownian motion via two-scales power variations (Q2408746) (← links)
• A generalized skewness statistic for stationary ergodic martingale differences (Q2437896) (← links)
• Tailweight, quantiles and kurtosis: A study of competing distributions (Q2457260) (← links)
• Delta hedging strategies comparison (Q2464246) (← links)
• Simulation of Brownian motion at first-passage times (Q2479441) (← links)
• Tail dependence and skew distributions (Q3169211) (← links)
• Valuing Bermudan options when asset returns are Lévy processes (Q4647599) (← links)
• Modelling long-range-dependent Gaussian processes with application in continuous-time financial models (Q4819471) (← links)
• Fitting the variance-gamma model to financial data (Q4822460) (← links)
• Inference procedures for the variance gamma model and applications (Q4922652) (← links)
• Skewed Normal Variance‐Mean Models for Asset Pricing and the Method of Moments (Q5446544) (← links)
• Student processes (Q5694148) (← links)
• Multiple subordinated modeling of asset returns: Implications for option pricing (Q5861032) (← links)