Pages that link to "Item:Q2451785"
From MaRDI portal
The following pages link to Exponential stock models driven by tempered stable processes (Q2451785):
Displaying 10 items.
- Some further results on the tempered multistable approach (Q1627832) (← links)
- Risk parity for mixed tempered stable distributed sources of risk (Q1703562) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- Multivariate tempered stable random fields (Q2041743) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
- Mean exit time for stochastic dynamical systems driven by tempered stable Lévy fluctuations (Q2184927) (← links)
- DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS (Q3121231) (← links)
- Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
- Dynamical behavior of a nonlocal Fokker–Planck equation for a stochastic system with tempered stable noise (Q4993699) (← links)
- Parametric estimation of tempered stable laws (Q6634817) (← links)
