Pages that link to "Item:Q309162"

The following pages link to Additive subordination and its applications in finance (Q309162):

Displaying 16 items.

• Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
• An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
• Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
• A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
• A censored Ornstein-Uhlenbeck process for rainfall modeling and derivatives pricing (Q2068453) (← links)
• Linear credit risk models (Q2282965) (← links)
• Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
• Pricing variance swaps under subordinated Jacobi stochastic volatility models (Q2669408) (← links)
• Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
• Modelling electricity prices: a time change approach (Q5001192) (← links)
• Additive normal tempered stable processes for equity derivatives and power-law scaling (Q5072909) (← links)
• Forward or backward simulation? A comparative study (Q5139227) (← links)
• Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data (Q5165007) (← links)
• Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk (Q5233178) (← links)
• Equivalent measure changes for subordinate diffusions (Q5243380) (← links)
• Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)