Pages that link to "Item:Q5164999"
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The following pages link to Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (Q5164999):
Displaying 6 items.
- Correlating Lévy processes with self-decomposability: applications to energy markets (Q2064647) (← links)
- Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← links)
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
- Coupling Poisson processes by self-decomposability (Q2363006) (← links)
- Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359) (← links)
