The following pages link to Time Changes for Lévy Processes (Q2707163):
Displayed 19 items.
- Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)
- Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
- Infinite divisibility for stochastic processes and time change (Q867076) (← links)
- Closed-form valuations of basket options using a multivariate normal inverse Gaussian model (Q1003824) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- Stochastic calculus for assets with non-Gaussian price fluctuations (Q1606132) (← links)
- Lévy processes driven by stochastic volatility (Q2372257) (← links)
- Potential theory of geometric stable processes (Q2498924) (← links)
- Green function estimates and Harnack inequality for subordinate Brownian motions (Q2502243) (← links)
- Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601) (← links)
- Multivariate time changes for Lévy asset models: characterization and calibration (Q2654202) (← links)
- Leveraged Lévy processes as models for stock prices (Q2786277) (← links)
- CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION (Q3400133) (← links)
- Option valuation, time-changed processes and the fast Fourier transform (Q3498557) (← links)
- A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE (Q3580217) (← links)
- Inference in Lévy-type stochastic volatility models (Q3590750) (← links)
- A PARSIMONIOUS CONTINUOUS TIME MODEL OF EQUITY INDEX RETURNS: INFERRED FROM HIGH FREQUENCY DATA (Q4658676) (← links)
- Stochastic Volatility for Lévy Processes (Q4812839) (← links)
- Estimation and Simulation of the Riesz-Bessel Distribution (Q5697387) (← links)