The following pages link to (Q3154980):
Displaying 20 items.
- Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
- Random variate generation for the generalized inverse Gaussian distribution (Q892467) (← links)
- The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution (Q906647) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- On the stationary version of the generalized hyperbolic ARCH model (Q995800) (← links)
- Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral (Q2066759) (← links)
- The multifaceted behavior of integrated supOU processes: the infinite variance case (Q2209303) (← links)
- A generalized hyperbolic model for a risky asset with dependence (Q2231023) (← links)
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← links)
- Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I (Q2297333) (← links)
- Characterizations of GIG laws: a survey (Q2509802) (← links)
- Moments of the generalized hyperbolic distribution (Q2513365) (← links)
- Classification of Lévy Processes with Parabolic Kolmogorov Backward Equations (Q2821763) (← links)
- Inference in Lévy-type stochastic volatility models (Q3590750) (← links)
- Tail-risk protection trading strategies (Q4555105) (← links)
- BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES (Q4959965) (← links)
- GLM-methods for volatility models (Q4970947) (← links)
- Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions (Q4976492) (← links)
- On Nonnegative Matrix Factorization Algorithms for Signal-Dependent Noise with Application to Electromyography Data (Q5383773) (← links)
- Point process simulation of generalised hyperbolic Lévy processes (Q6190653) (← links)
