Pages that link to "Item:Q3606096"
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The following pages link to A New Tempered Stable Distribution and Its Application to Finance (Q3606096):
Displaying 7 items.
- TempStable (Q61371) (← links)
- Multivariate tempered stable random fields (Q2041743) (← links)
- The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing (Q2203004) (← links)
- Periodic portfolio revision with transaction costs (Q2354016) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Explicit representation of characteristic function of tempered <i>α</i>‐stable Ornstein–Uhlenbeck process (Q6140809) (← links)
