Pages that link to "Item:Q1381483"
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The following pages link to Processes of normal inverse Gaussian type (Q1381483):
Displayed 50 items.
- Stock returns and hyperbolic distributions (Q699418) (← links)
- Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
- An application of the double Edgeworth expansion to a filtering model with Gaussian limit (Q868269) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- Small-time moment asymptotics for Lévy processes (Q958971) (← links)
- Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
- Test of fit for a Laplace distribution against heavier tailed alternatives (Q962346) (← links)
- Computing exponential moments of the discrete maximum of a Lévy process and lookback options (Q964688) (← links)
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
- On subordinated multivariate Gaussian Lévy processes (Q996741) (← links)
- Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
- On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes (Q1001850) (← links)
- On perpetual American put valuation and first-passage in a regime-switching model with jumps (Q1003346) (← links)
- Analytical valuation of catastrophe equity options with negative exponential jumps (Q1003818) (← links)
- Particle filtering approximations for a Gaussian-generalized inverse Gaussian model (Q1004258) (← links)
- Subordination, self-similarity, and option pricing (Q1009413) (← links)
- Non-linear properties of conditional returns under scale mixtures (Q1019936) (← links)
- Sequential calibration of options (Q1023619) (← links)
- Optimal portfolios: new variations of an old theme (Q1031945) (← links)
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- Empirical likelihood estimation of discretely sampled processes of OU type (Q1041558) (← links)
- Sensitivity analysis for averaged asset price dynamics with gamma processes (Q1044013) (← links)
- Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors. (Q1423024) (← links)
- Processes of Meixner type (Q1567713) (← links)
- Stochastic calculus for assets with non-Gaussian price fluctuations (Q1606132) (← links)
- Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155) (← links)
- Non-Gaussian scenarios for the heat equation with singular initial conditions (Q1613656) (← links)
- A Gaussian-generalized inverse Gaussian finite-dimensional filter. (Q1613659) (← links)
- Stationary and self-similar processes driven by Lévy processes (Q1613667) (← links)
- Numerical valuation of options with jumps in the underlying (Q1775609) (← links)
- Type \(G\) and spherical distributions on \(\mathbb R^d\) (Q1776346) (← links)
- Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
- Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184) (← links)
- Barrier options and touch-and-out options under regular Lévy processes of exponential type (Q1872362) (← links)
- Optimal portfolios for logarithmic utility. (Q1877521) (← links)
- On Asian option pricing for NIG Lévy processes (Q1883479) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Distributions of selfsimilar and semi-selfsimilar processes with independent increments (Q1977639) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- The mixture of left-right truncated normal distributions (Q2272108) (← links)
- Lévy processes driven by stochastic volatility (Q2372257) (← links)
- The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures (Q2372385) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) (← links)
- Multifrequency jump-diffusions: An equilibrium approach (Q2469552) (← links)
- Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
- On a class of Lévy processes (Q2489844) (← links)
- Characterization of dependence of multidimensional Lévy processes using Lévy copulas (Q2499076) (← links)