Pages that link to "Item:Q1367943"
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The following pages link to A hyperbolic diffusion model for stock prices (Q1367943):
Displayed 16 items.
- Stock returns and hyperbolic distributions (Q699418) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- On Rényi information for ergodic diffusion processes (Q1007843) (← links)
- On point measures of \(\varepsilon\)-upcrossings for stationary diffusions. (Q1424455) (← links)
- Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184) (← links)
- A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING (Q3523565) (← links)
- Inference for Observations of Integrated Diffusion Processes (Q4677104) (← links)
- Realistic Statistical Modelling of Financial Data (Q4831974) (← links)
- Country risk and the estimation of asset return distributions (Q5308999) (← links)
- Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes (Q5467712) (← links)
- Student processes (Q5694148) (← links)
- Method for simulating non-linear stochastic differential equations in ℝ<sup>1</sup> (Q5697313) (← links)
- Testing Symmetry of a NIG Distribution (Q5719260) (← links)