Pages that link to "Item:Q3083392"
From MaRDI portal
The following pages link to Generalized tempered stable processes (Q3083392):
Displayed 20 items.
- 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)
- Accuracy of discrete approximation for integral functionals of Markov processes (Q340801) (← links)
- Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? (Q481380) (← links)
- A generalization result regarding the small and large scale behavior of infinitely divisible processes (Q691830) (← 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)
- Discrete tempered stable distributions (Q2157412) (← links)
- Mean exit time for stochastic dynamical systems driven by tempered stable Lévy fluctuations (Q2184927) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- On fractional Lévy processes: tempering, sample path properties and stochastic integration (Q2302689) (← 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)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← 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)
- 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)
- Asymmetrically tempered stable distributions with applications to finance (Q5227569) (← links)