Pages that link to "Item:Q2499076"
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The following pages link to Characterization of dependence of multidimensional Lévy processes using Lévy copulas (Q2499076):
Displayed 19 items.
- Multivariate supOU processes (Q627238) (← links)
- Vectors of two-parameter Poisson-Dirichlet processes (Q631612) (← links)
- On Kolmogorov equations for anisotropic multivariate Lévy processes (Q650769) (← links)
- Parameter estimation of a bivariate compound Poisson process (Q661242) (← links)
- Parametric estimation of a bivariate stable Lévy process (Q716171) (← links)
- Pricing and hedging Asian basket spread options (Q848538) (← links)
- Adaptive Monte Carlo variance reduction for Lévy processes with two-time-scale stochastic approximation (Q931375) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
- Dependence properties and comparison results for Lévy processes (Q2482691) (← links)
- Pareto Lévy Measures and Multivariate Regular Variation (Q2879909) (← links)
- Multivariate models for operational risk (Q3063851) (← links)
- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739) (← links)
- A multivariate Lévy process model with linear correlation (Q3645200) (← links)
- Copulas with Truncation-Invariance Property (Q3652791) (← links)
- ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS (Q5386671) (← links)
- Lévy Copulas: Dynamics and Transforms of Upsilon Type (Q5430582) (← links)
- The Pareto Copula, Aggregation of Risks, and the Emperor's Socks (Q5459909) (← links)