Pages that link to "Item:Q2064647"
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The following pages link to Correlating Lévy processes with self-decomposability: applications to energy markets (Q2064647):
Displayed 3 items.
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← links)
- A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets (Q5063388) (← links)
- Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359) (← links)