Pages that link to "Item:Q2469499"
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The following pages link to Bilateral gamma distributions and processes in financial mathematics (Q2469499):
Displaying 50 items.
- Tempered stable distributions and processes (Q61368) (← links)
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
- Option pricing in a conditional bilateral Gamma model (Q301218) (← links)
- Estimation for Lévy processes from high frequency data within a long time interval (Q548536) (← links)
- Generalized normal-Laplace AR process (Q923864) (← links)
- Existence of Lévy term structure models (Q928496) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- On the shapes of bilateral gamma densities (Q951204) (← links)
- Nonparametric estimation for pure jump Lévy processes based on high frequency data (Q1045792) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Nonparametric adaptive estimation for pure jump Lévy processes (Q1958507) (← links)
- Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← links)
- Implied price processes anchored in statistical realizations (Q2085829) (← links)
- On lower partial moments for the investment portfolio with variance-gamma distributed returns (Q2113612) (← links)
- Noise inference for ergodic Lévy driven SDE (Q2137798) (← links)
- The behavioral implications of the bilateral gamma process (Q2150400) (← links)
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
- Correlated squared returns (Q2241899) (← links)
- Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
- Infinitely divisible multivariate and matrix gamma distributions (Q2252892) (← links)
- Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
- Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
- Zero covariation returns (Q2296115) (← links)
- Option pricing in time-changed Lévy models with compound Poisson jumps (Q2326531) (← links)
- Option pricing for symmetric Lévy returns with applications (Q2398586) (← links)
- Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- Nonlinear equity valuation using conic finance and its regulatory implications (Q2633451) (← links)
- Distribution of random motion at renewal instants in three-dimensional space (Q2662910) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
- Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
- Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
- The valuation of corporations: a derivative pricing perspective (Q2694763) (← links)
- Generalized Laplacian Distributions and Autoregressive Processes (Q2892629) (← links)
- Real-World Forward Rate Dynamics With Affine Realizations (Q3448331) (← links)
- Subordination of Predictable Compensators (Q3459227) (← links)
- MEASURING AND MONITORING THE EFFICIENCY OF MARKETS (Q4602493) (← links)
- Mixed tempered stable distribution (Q4683086) (← links)
- LÉVY PROCESSES INDUCED BY DIRICHLET (B‐)SPLINES: MODELING MULTIVARIATE ASSET PRICE DYNAMICS (Q4917297) (← links)
- Markovian short rates in multidimensional term structure Lévy models (Q4989145) (← links)
- Conic quantization: stochastic volatility and market implied liquidity (Q4991041) (← links)
- OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581) (← links)
- Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235) (← links)
- Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models (Q5075238) (← links)
- Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP) (Q5092651) (← links)
- MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008) (← links)
- Additive Processes with Bilateral Gamma Marginals (Q5149265) (← links)
- OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES (Q5157846) (← links)
- Filtering Response Directions (Q5162853) (← links)
- Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (Q5164999) (← links)
