Pages that link to "Item:Q2757300"
From MaRDI portal
The following pages link to Generalized Hyperbolic Diffusion Processes with Applications in Finance (Q2757300):
Displayed 11 items.
- Exotic options under Lévy models: an overview (Q818210) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← 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)
- Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables (Q3436007) (← 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)
- 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)