Pages that link to "Item:Q2998874"

The following pages link to Tempered Infinitely Divisible Distributions and Processes (Q2998874):

Displaying 19 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)