The following pages link to (Q3083935):
Displayed 5 items.
- Tempered stable distributions and processes (Q61368) (← links)
- Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
- Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? (Q481380) (← links)
- Quanto option pricing in the presence of fat tails and asymmetric dependence (Q2347727) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)