Pages that link to "Item:Q2176361"

The following pages link to Calibration for weak variance-alpha-gamma processes (Q2176361):

Displaying 5 items.

• Correlating Lévy processes with self-decomposability: applications to energy markets (Q2064647) (← links)
• Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
• Necessity of weak subordination for some strongly subordinated Lévy processes (Q5014298) (← links)
• WEAK SUBORDINATION OF MULTIVARIATE LÉVY PROCESSES (Q5244212) (← links)
• The variance gamma++ process and applications to energy markets (Q6580711) (← links)