Pages that link to "Item:Q2757300"
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The following pages link to Generalized Hyperbolic Diffusion Processes with Applications in Finance (Q2757300):
Displaying 28 items.
- Optimal dividend strategies in the diffusion model with stochastic return on investments (Q545419) (← links)
- A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- On point measures of \(\varepsilon\)-upcrossings for stationary diffusions. (Q1424455) (← links)
- Stationary and self-similar processes driven by Lévy processes (Q1613667) (← links)
- On Asian option pricing for NIG Lévy processes (Q1883479) (← links)
- Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution (Q1927148) (← links)
- Transient numerical approximation of hyperbolic diffusions and beyond (Q2104070) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- On bounds for the mode and median of the generalized hyperbolic and related distributions (Q2208273) (← links)
- A generalized hyperbolic model for a risky asset with dependence (Q2231023) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Weighted empirical processes in the nonparametric inference for Lévy processes (Q2439206) (← links)
- Sequential maximum likelihood estimation for the hyperbolic diffusion process (Q2516388) (← links)
- Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions (Q2893289) (← links)
- Sato Processes in Default Modelling (Q3063871) (← links)
- Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables (Q3436007) (← links)
- Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method (Q4610221) (← links)
- Valuing Bermudan options when asset returns are Lévy processes (Q4647599) (← links)
- Portfolio Value-at-Risk with Heavy-Tailed Risk Factors (Q4795995) (← links)
- Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type (Q4825509) (← links)
- Realistic Statistical Modelling of Financial Data (Q4831974) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density (Q5430349) (← links)
- Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes (Q5467712) (← links)
- Selected singular-generalized-hyperbolic distributions with applications to order statistics and reliability (Q5866054) (← links)
