The following pages link to (Q3549479):
Displayed 7 items.
- Small-time expansions for local jump-diffusion models with infinite jump activity (Q395997) (← links)
- Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps (Q424503) (← links)
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- Subsampling high frequency data (Q530605) (← links)
- `Purposely misspecified' posterior inference on the volatility of a jump diffusion process (Q1698256) (← links)
- On a set of data for the membrane potential in a neuron (Q2643360) (← links)
- Central Limit Theorems for the Non-Parametric Estimation of Time-Changed Lévy Models (Q2911696) (← links)