Pages that link to "Item:Q3182422"
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The following pages link to Integrating Volatility Clustering Into Exponential Lévy Models (Q3182422):
Displayed 11 items.
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
- Quantile clocks (Q655573) (← links)
- The closed-form option pricing formulas under the sub-fractional Poisson volatility models (Q2137510) (← links)
- Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
- Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions (Q2893289) (← links)
- Asymptotic Behaviour of the Distribution Density of the Fractional Lévy Motion (Q2946092) (← links)
- Fractional Lévy Processes as a Result of Compact Interval Integral Transformation (Q3114572) (← links)
- Conditional Distributions of Mandelbrot–van ness Fractional LÉVY Processes and Continuous‐Time ARMA–GARCH‐Type Models with Long Memory (Q3466884) (← links)
- Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws (Q5235487) (← links)
- Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk (Q5407022) (← links)