Pages that link to "Item:Q2499076"
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The following pages link to Characterization of dependence of multidimensional Lévy processes using Lévy copulas (Q2499076):
Displaying 50 items.
- Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
- Jump tail dependence in Lévy copula models (Q385630) (← links)
- Vine constructions of Lévy copulas (Q391652) (← links)
- On some dependence structures for multidimensional Lévy driven moving averages (Q457632) (← links)
- On the conditional small ball property of multivariate Lévy-driven moving average processes (Q511124) (← links)
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Multivariate supOU processes (Q627238) (← links)
- Vectors of two-parameter Poisson-Dirichlet processes (Q631612) (← links)
- On Kolmogorov equations for anisotropic multivariate Lévy processes (Q650769) (← links)
- Parameter estimation of a bivariate compound Poisson process (Q661242) (← links)
- Parametric estimation of a bivariate stable Lévy process (Q716171) (← links)
- Lévy copulae for financial returns (Q727660) (← links)
- Pricing and hedging Asian basket spread options (Q848538) (← links)
- A race model for responses and response times in tests (Q888034) (← links)
- Adaptive Monte Carlo variance reduction for Lévy processes with two-time-scale stochastic approximation (Q931375) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- The first passage event for sums of dependent Lévy processes with applications to insurance risk (Q1049556) (← links)
- Nonlinear filtering with correlated Lévy noise characterized by copulas (Q1654334) (← links)
- Bayesian nonparametric estimation of survival functions with multiple-samples information (Q1753142) (← links)
- Compound vectors of subordinators and their associated positive Lévy copulas (Q2022558) (← links)
- Measuring dependence in the Wasserstein distance for Bayesian nonparametric models (Q2054539) (← links)
- Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics (Q2196551) (← links)
- Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data (Q2209820) (← links)
- Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
- Zero covariation returns (Q2296115) (← links)
- Clustering of financial instruments using jump tail dependence coefficient (Q2324271) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Truncated realized covariance when prices have infinite variation jumps (Q2359710) (← links)
- Coupling Poisson processes by self-decomposability (Q2363006) (← links)
- Multivariate intensity estimation via hyperbolic wavelet selection (Q2404408) (← links)
- Dependence properties and comparison results for Lévy processes (Q2482691) (← links)
- A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process (Q2682349) (← links)
- A Structural Jump Threshold Framework for Credit Risk (Q2819097) (← links)
- Pareto Lévy Measures and Multivariate Regular Variation (Q2879909) (← links)
- hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES (Q2891185) (← links)
- A generalized variance gamma process for financial applications (Q2893076) (← links)
- A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE (Q2909513) (← links)
- A GENERAL ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODEL WITH LÉVY JUMPS (Q2953304) (← links)
- Exchangeability and Infinite Divisibility (Q2956049) (← links)
- Lévy Copulas: Review of Recent Results (Q2956050) (← links)
- NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING (Q2970319) (← links)
- Multivariate models for operational risk (Q3063851) (← links)
- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739) (← links)
- A multivariate Lévy process model with linear correlation (Q3645200) (← links)
- Copulas with Truncation-Invariance Property (Q3652791) (← links)
- Multifractal vector fields and stochastic Clifford algebra (Q4591821) (← links)
- MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS (Q4631692) (← links)
- Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model (Q4689916) (← links)
- FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK (Q5010074) (← links)
