The following pages link to (Q3083935):
Displayed 32 items.
- Tempered stable distributions and processes (Q61368) (← links)
- An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (Q75218) (← links)
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
- Modeling international trade data with the Tweedie distribution for anti-fraud and policy support (Q320834) (← links)
- Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
- Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? (Q481380) (← links)
- Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
- Some further results on the tempered multistable approach (Q1627832) (← links)
- Risk parity for mixed tempered stable distributed sources of risk (Q1703562) (← links)
- Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750) (← links)
- Timing portfolio strategies with exponential Lévy processes (Q1722752) (← links)
- Tempered stable process, first passage time, and path-dependent option pricing (Q1722755) (← links)
- The tempered discrete Linnik distribution (Q1742842) (← links)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- Multivariate tempered stable random fields (Q2041743) (← links)
- Aumann-Serrano index of risk in portfolio optimization (Q2067257) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Quanto option pricing in the presence of fat tails and asymmetric dependence (Q2347727) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- RIDING WITH THE FOUR HORSEMEN AND THE MULTIVARIATE NORMAL TEMPERED STABLE MODEL (Q2814666) (← links)
- Investigation of Conformable Fractional Schrödinger Equation in Presence of Killingbeck and Hyperbolic Potentials (Q2980159) (← links)
- Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
- Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions (Q4554510) (← links)
- Long-Range Dependence in the Risk-Neutral Measure for the Market on Lehman Brothers Collapse (Q4585680) (← links)
- Elliptical tempered stable distribution (Q5001190) (← links)
- COHERENT RISK MEASURES AND NORMAL MIXTURE DISTRIBUTIONS WITH APPLICATIONS IN PORTFOLIO OPTIMIZATION (Q5010072) (← links)
- FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK (Q5010074) (← links)
- Estimation of value-at-risk using single index quantile regression (Q5034184) (← links)
- A new look at the inverse Gaussian distribution with applications to insurance and economic data (Q5036583) (← links)
- On the simulation of general tempered stable Ornstein–Uhlenbeck processes (Q5107760) (← links)
- Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)
- OPTION PRICING IN MARKETS WITH INFORMED TRADERS (Q5148004) (← links)