Pages that link to "Item:Q548121"
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The following pages link to Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times (Q548121):
Displaying 15 items.
- On fractional tempered stable processes and their governing differential equations (Q349903) (← links)
- Geometric Brownian motion with tempered stable waiting times (Q452033) (← links)
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- Applications of inverse tempered stable subordinators (Q666754) (← links)
- Generalized Langevin equation with tempered memory kernel (Q1620171) (← links)
- Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
- Tempered stable Lévy motion driven by stable subordinator (Q1673024) (← links)
- Parameter estimation for one-sided heavy-tailed distributions (Q2006758) (← links)
- Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903) (← links)
- The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models (Q2409054) (← links)
- Modified cumulative distribution function in application to waiting time analysis in the continuous time random walk scenario (Q2959715) (← links)
- Fractional Gamma and Gamma-Subordinated Processes (Q3194572) (← links)
- The tempered stable process with infinitely divisible inverse subordinators (Q3301420) (← links)
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process (Q3301617) (← links)
- Optimal statistical inference for subdiffusion processes (Q5052738) (← links)
