Pages that link to "Item:Q5079360"

The following pages link to Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360):

Displaying 2 items.

• On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520) (← links)
• On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes (Q6570498) (← links)