Pages that link to "Item:Q4157334"

The following pages link to Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions (Q4157334):

Displaying 40 items.

• A mixture of generalized hyperbolic factor analyzers (Q108960) (← links)
• Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
• Selfdecomposable fields (Q521968) (← links)
• Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups (Q841439) (← links)
• Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability (Q847406) (← links)
• Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations (Q850723) (← links)
• Mixtures of skew-\(t\) factor analyzers (Q1623604) (← links)
• Mixtures of generalized hyperbolic distributions and mixtures of skew-\(t\) distributions for model-based clustering with incomplete data (Q1799870) (← links)
• On free generalized inverse Gaussian distributions (Q2008146) (← links)
• Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences (Q2101467) (← links)
• Saddlepoint approximation for the generalized inverse Gaussian Lévy process (Q2141580) (← links)
• A generalized hyperbolic model for a risky asset with dependence (Q2231023) (← links)
• Self-decomposability of weak variance generalised gamma convolutions (Q2289801) (← links)
• Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← links)
• Scaling features of two special Markov chains involving total disasters (Q2302664) (← links)
• On the infinite divisibility of distributions of some inverse subordinators (Q2326524) (← links)
• Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing (Q2359719) (← links)
• On normal variance-mean mixtures (Q2374585) (← links)
• A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor (Q2387333) (← links)
• A note on self-decomposability of stable process subordinated to self-decomposable subordinator (Q2485545) (← links)
• Characterizations of GIG laws: a survey (Q2509802) (← links)
• On contingent-claim valuation in continuous-time for volatility models of Ornstein-Uhlenbeck type (Q2511180) (← links)
• Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance (Q2516384) (← links)
• Sato Processes in Default Modelling (Q3063871) (← links)
• TRACKING ERRORS FROM DISCRETE HEDGING IN EXPONENTIAL LÉVY MODELS (Q3100991) (← links)
• MatG Random Matrices (Q3424146) (← links)
• Valuation of American options under the CGMY model (Q4554225) (← links)
• A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures (Q4559324) (← links)
• Semiparametric estimation in the normal variance-mean mixture model (Q4567919) (← links)
• Semi-parametric modelling in finance: theoretical foundations (Q4646785) (← links)
• A semi-parametric approach to risk management (Q4647288) (← links)
• A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model (Q4691176) (← links)
• Gamma Kernels and BSS/LSS Processes (Q4976493) (← links)
• A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets (Q5063388) (← links)
• First-exit times of an inverse Gaussian process (Q5085825) (← links)
• A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing (Q5189716) (← links)
• A mixture of generalized hyperbolic distributions (Q5256377) (← links)
• Variance-Mean Mixture of Kotz-Type Distributions (Q5495195) (← links)
• Student processes (Q5694148) (← links)
• Subordination and self-decomposability (Q5953984) (← links)