Pages that link to "Item:Q2905725"
From MaRDI portal
The following pages link to Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations (Q2905725):
Displayed 5 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
- Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938) (← links)
- LOOKBACK OPTION PRICES UNDER A SPECTRALLY NEGATIVE TEMPERED-STABLE MODEL (Q2841328) (← links)
- Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes (Q3094135) (← links)