The following pages link to (Q3633248):
Displaying 19 items.
- Tempered stable distributions and processes (Q61368) (← links)
- Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
- Geometric Brownian motion with tempered stable waiting times (Q452033) (← links)
- Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times (Q548121) (← links)
- A generalization result regarding the small and large scale behavior of infinitely divisible processes (Q691830) (← links)
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
- American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
- Estimation of the tail of probability distribution through its characteristic function (Q1746409) (← links)
- Extending the Fama and French model with a long term memory factor (Q2030695) (← links)
- Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← links)
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← links)
- A note on power-law cross-correlated processes (Q2122871) (← links)
- On a Lévy process pinned at random time (Q2126289) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Periodic portfolio revision with transaction costs (Q2354016) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process (Q3301617) (← links)
- Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data (Q5881685) (← links)
- A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations (Q6155659) (← links)
