Pages that link to "Item:Q4424866"
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The following pages link to On Error Rates in Normal Approximations and Simulation Schemes for Lévy Processes (Q4424866):
Displaying 8 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
- First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617) (← links)
- The approximate Euler method for Lévy driven stochastic differential equations (Q2485324) (← links)
- Nonnormal Small Jump Approximation of Infinitely Divisible Distributions (Q2939262) (← links)
- Optimal simulation schemes for Lévy driven stochastic differential equations (Q3189423) (← links)
- Error Bounds for Small Jumps of Lévy Processes (Q4915651) (← links)
- SHORT-TIME IMPLIED VOLATILITY IN EXPONENTIAL LÉVY MODELS (Q5265240) (← links)
