Pages that link to "Item:Q1621995"
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The following pages link to A Lévy-driven rainfall model with applications to futures pricing (Q1621995):
Displaying 4 items.
- Spectral-free estimation of Lévy densities in high-frequency regime (Q1983628) (← links)
- A censored Ornstein-Uhlenbeck process for rainfall modeling and derivatives pricing (Q2068453) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Numerical solutions of an option pricing rainfall weather derivatives model (Q6144173) (← links)
