Pages that link to "Item:Q4385225"
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The following pages link to Lévy processes, polynomials and martingales (Q4385225):
Displaying 50 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- Additive subordination and its applications in finance (Q309162) (← links)
- An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
- A new family of time-space harmonic polynomials with respect to Lévy processes (Q380402) (← links)
- Reviewing alternative characterizations of Meixner process (Q431510) (← links)
- The longstaff-Schwartz algorithm for Lévy models: results on fast and slow convergence (Q535203) (← links)
- On \(d\)-orthogonality of the Sheffer systems associated to a convolution semigroup (Q557717) (← links)
- On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes (Q898993) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
- Askey-Wilson polynomials, quadratic harnesses and martingales (Q984449) (← links)
- On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes (Q1001850) (← links)
- Time-space harmonic polynomials relative to a Lévy process (Q1002572) (← links)
- Subordination, self-similarity, and option pricing (Q1009413) (← links)
- Lévy-Sheffer and iid-Sheffer polynomials with applications to stochastic integrals (Q1298579) (← links)
- Short-term risk management using stochastic Taylor expansions under Lévy models (Q1413347) (← links)
- Processes of Meixner type (Q1567713) (← links)
- A reverse martingale property that characterizes the natural exponential family with quadratic variance function (Q1579538) (← links)
- A characterization of simple quadratic natural exponential families with a reverse martingale property (Q1600125) (← links)
- Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (Q1640054) (← links)
- Cliquet option pricing with Meixner processes (Q1641936) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Polynomials of Meixner's type in infinite dimensions: Jacobi fields and orthogonality measures (Q1874454) (← links)
- Chaotic and predictable representations for Lévy processes. (Q1879485) (← links)
- CMV matrices and little and big \(-1\) Jacobi polynomials (Q1935030) (← links)
- Orthogonality of the Sheffer system associated to a Lévy process (Q1973312) (← links)
- Implied price processes anchored in statistical realizations (Q2085829) (← links)
- High dimensional Markovian trading of a single stock (Q2085831) (← links)
- Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences (Q2101467) (← links)
- Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611) (← links)
- A characterization of multivariate normal stable Tweedie models and their associated polynomials (Q2349549) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- Infinitesimal generators of \(q\)-Meixner processes (Q2434506) (← links)
- Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758) (← links)
- Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process (Q2571234) (← links)
- Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
- Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
- Analysis of Fourier Transform Valuation Formulas and Applications (Q2786205) (← links)
- Appell pseudopolynomials and Erlang-type risk models (Q2811099) (← links)
- On the Transient Behavior of Ehrenfest and Engset Processes (Q2898919) (← links)
- Bannai-Ito polynomials and dressing chains (Q2930629) (← links)
- Euclidean quantum mechanics in the momentum representation (Q3024229) (← links)
- ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES (Q3043491) (← links)
- MRM-FACTORS FOR THE PROBABILITY MEASURES IN THE MEIXNER CLASS (Q3070061) (← links)
- PROBABILITY MEASURES ON ℂ ARISING FROM THE JACOBI–SZEGÖ PARAMETERS FOR CONTINUOUS DUAL HAHN POLYNOMIALS (Q3095477) (← links)
- DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS (Q3121231) (← links)
- Multifractal scenarios for products of geometric Lévy-based stationary models (Q3185980) (← links)
- Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
