Pages that link to "Item:Q496976"
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The following pages link to Estimating parametric models of probability distributions (Q496976):
Displaying 14 items.
- High dimensional Markovian trading of a single stock (Q2085831) (← links)
- Calibration for weak variance-alpha-gamma processes (Q2176361) (← links)
- Correlated squared returns (Q2241899) (← links)
- Measure distorted arrival rate risks and their rewards (Q2296098) (← links)
- Conic asset pricing and the costs of price fluctuations (Q2422123) (← links)
- Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
- Instantaneous portfolio theory (Q4554500) (← links)
- Pricing options on mean reverting underliers (Q4555092) (← links)
- MEASURING AND MONITORING THE EFFICIENCY OF MARKETS (Q4602493) (← links)
- Marginal consistent dependence modelling using weak subordination for Brownian motions (Q4619532) (← links)
- Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models (Q5075238) (← links)
- Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP) (Q5092651) (← links)
- Now decision theory (Q6064078) (← links)
- Exposure valuations and their capital requirements (Q6078123) (← links)
