Pages that link to "Item:Q2512758"
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The following pages link to Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758):
Displaying 5 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555) (← links)
- On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes (Q1785463) (← links)
- Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
- Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution (Q6553225) (← links)
