Pages that link to "Item:Q4442859"
From MaRDI portal
The following pages link to Time Change Representation of Stochastic Integrals (Q4442859):
Displaying 27 items.
- Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes (Q315041) (← links)
- Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738) (← links)
- Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations (Q639336) (← links)
- Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
- On maximal inequalities for stable stochastic integrals (Q867115) (← links)
- What does the market price of risk tell us in the single factor interest rate model? (Q955853) (← links)
- Esscher transform and the duality principle for multidimensional semimartingales (Q983888) (← links)
- A complete explicit solution to the log-optimal portfolio problem. (Q1413691) (← links)
- Trade duration risk in subdiffusive financial models (Q2137643) (← links)
- Likelihood theory for the graph Ornstein-Uhlenbeck process (Q2144193) (← links)
- Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with drift (Q2231252) (← links)
- Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
- Simulation of stochastic integrals with respect to Lévy processes of type G. (Q2574503) (← links)
- On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process (Q2804009) (← links)
- FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES (Q2986668) (← links)
- An Analytical Valuation Framework for Financial Assets with Trading Suspensions (Q3295872) (← links)
- Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance (Q3404096) (← links)
- Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
- A Unified View of LIBOR Models (Q4976510) (← links)
- Pricing Variance Swaps on Time-Changed Markov Processes (Q4999901) (← links)
- Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes (Q5086900) (← links)
- Hedging the Risk of Delayed Data in Defaultable Markets (Q5382631) (← links)
- TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS (Q5416704) (← links)
- Almost sure exponential stability for time-changed stochastic differential equations (Q5743315) (← links)
- Derivatives pricing with marked point processes using tick-by-tick data (Q5746746) (← links)
- The Alpha‐Heston stochastic volatility model (Q6054369) (← links)
- Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes (Q6151510) (← links)
