The following pages link to (Q3633248):
Displayed 8 items.
- Tempered stable distributions and processes (Q61368) (← links)
- Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
- Geometric Brownian motion with tempered stable waiting times (Q452033) (← links)
- Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times (Q548121) (← links)
- A generalization result regarding the small and large scale behavior of infinitely divisible processes (Q691830) (← links)
- Periodic portfolio revision with transaction costs (Q2354016) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- A New Tempered Stable Distribution and Its Application to Finance (Q3606096) (← links)