Pages that link to "Item:Q1381483"

The following pages link to Processes of normal inverse Gaussian type (Q1381483):

Displaying 50 items.

• A general control variate method for option pricing under Lévy processes (Q132360) (← links)
• Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
• Heat trace asymptotics of subordinate Brownian motion in Euclidean space (Q259216) (← links)
• Forward pricing in the shipping freight market (Q263051) (← links)
• Sample paths of a Lévy process leading to first passage over high levels in finite time (Q265638) (← links)
• Modeling high-frequency non-homogeneous order flows by compound Cox processes (Q267623) (← links)
• Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198) (← links)
• Double asymptotics for explosive continuous time models (Q284296) (← links)
• A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
• Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
• The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models (Q295205) (← links)
• Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes (Q298830) (← links)
• Additive subordination and its applications in finance (Q309162) (← links)
• Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes (Q315041) (← links)
• Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
• An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
• An exact method for the sensitivity analysis of systems simulated by rejection techniques (Q323427) (← links)
• Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
• On exact pricing of FX options in multivariate time-changed Lévy models (Q345721) (← links)
• Tempered fractional calculus (Q349902) (← links)
• The Kolmogorov-Obukhov statistical theory of turbulence (Q361914) (← links)
• Option pricing by mean correcting method for non-Gaussian Lévy processes (Q381063) (← links)
• Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
• Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
• Convolution power kernels for density estimation (Q419268) (← links)
• Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (Q428104) (← links)
• Modeling high-frequency financial data by pure jump processes (Q447825) (← links)
• Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120) (← links)
• Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438) (← links)
• Statistical estimation of Lévy-type stochastic volatility models (Q470521) (← links)
• Convex ordering criteria for Lévy processes (Q477990) (← links)
• The Kolmogorov-Obukhov-She-Leveque scaling in turbulence (Q479323) (← links)
• Intermittency of superpositions of Ornstein-Uhlenbeck type processes (Q505564) (← links)
• Analytic properties of Markov semigroup generated by stochastic differential equations driven by Lévy processes (Q507183) (← links)
• Clustered Lévy processes and their financial applications (Q515759) (← links)
• Selfdecomposable fields (Q521968) (← links)
• Multidimensional Lévy white noise in weighted Besov spaces (Q529433) (← links)
• Bias in the estimation of mean reversion in continuous-time Lévy processes (Q529799) (← links)
• Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
• Jump-adapted discretization schemes for Lévy-driven SDEs (Q607278) (← links)
• Viscosity solutions and American option pricing in a stochastic volatility model of the Ornstein-Uhlenbeck type (Q609727) (← links)
• Pricing CDO tranches in an intensity based model with the mean reversion approach (Q614311) (← links)
• Fractional normal inverse Gaussian diffusion (Q618023) (← links)
• Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306) (← links)
• Stationary infinitely divisible processes (Q642197) (← links)
• Statistical inference for time-changed Lévy processes via composite characteristic function estimation (Q651029) (← links)
• A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
• Quantile clocks (Q655573) (← links)
• Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
• American options: the EPV pricing model (Q665543) (← links)