Regulating stochastic clocks§

Cites Work

A jump-diffusion model for option pricing
Title not available (Why is that?)
OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
Tempered stable distributions and processes
Tempering stable processes
Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
Title not available (Why is that?)
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
Title not available (Why is that?)
Title not available (Why is that?)
Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements
Testing for jumps in a discretely observed process
The Variance Gamma Process and Option Pricing
Title not available (Why is that?)
Title not available (Why is that?)
On the functional estimation of jump-diffusion models.
Towards all-order Laurent expansion of generalised hypergeometric functions about rational values of parameters
On the integral of fractional Poisson processes
Volatility jumps
Time-changed Markov processes in unified credit-equity modeling
Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
On the jump activity index for semimartingales
Processes that can be embedded in Brownian motion
Expectations of functions of stochastic time with application to credit risk modeling
Sato processes and the valuation of structured products
Additive processes and stochastic integrals
Time changes for Lévy processes
Modelling tail risk with tempered stable distributions: an overview
Multivariate time changes for Lévy asset models: characterization and calibration
Product integration, its history and applications
Fractional Skellam processes with applications to finance
Stochastic Clock and Financial Markets
Computation of the incomplete gamma function ratios and their inverse
The area under the infectives trajectory of the general stochastic epidemic
Integer-valued Lévy processes and low latency financial econometrics
An application of extreme value theory to cryptocurrencies
Infinitely divisible multivariate and matrix gamma distributions
Multivariate subordination of Markov processes with financial applications
Integrals for continuous-time Markov chains.
Unifying pricing formula for several stochastic volatility models with jumps
A generalized normal mean-variance mixture for return processes in finance
Discrete tempered stable distributions
Nonparametric jump variation measures from options
The average of a negative-binomial Lévy process and a class of Lerch distributions
Stochastic modelling and analysis of degradation for highly reliable products
Average-tempered stable subordinators with applications

This page was built for publication: Regulating stochastic clocks§

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6592292)