Pages that link to "Item:Q2998874"
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The following pages link to Tempered Infinitely Divisible Distributions and Processes (Q2998874):
Displayed 25 items.
- Tempered stable distributions and processes (Q61368) (← links)
- TempStable (Q61371) (← links)
- An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (Q75218) (← links)
- Discussion of `On simulation and properties of the stable law' by Devroye and James (Q257657) (← links)
- Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes (Q652877) (← links)
- The fractional multivariate normal tempered stable process (Q714607) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes (Q2032233) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
- On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520) (← links)
- Option pricing in time-changed Lévy models with compound Poisson jumps (Q2326531) (← links)
- Rejection sampling for tempered Lévy processes (Q2329781) (← links)
- Inversions of Lévy measures and the relation between long and short time behavior of Lévy processes (Q2346976) (← links)
- Periodic portfolio revision with transaction costs (Q2354016) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
- Domains of attraction for positive and discrete tempered stable distributions (Q4684924) (← links)
- On a new Class of Tempered Stable Distributions: Moments and Regular Variation (Q4903040) (← links)
- Elliptical tempered stable distribution (Q5001190) (← links)
- Multi-modal tempered stable distributions and prosses with applications to finance (Q5077485) (← links)
- On the simulation of general tempered stable Ornstein–Uhlenbeck processes (Q5107760) (← links)
- Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)
- Asymmetrically tempered stable distributions with applications to finance (Q5227569) (← links)
- Limit Theorems and Phase Transitions for Two Models of Summation of Independent Identically Distributed Random Variables with a Parameter (Q5255335) (← links)