Pages that link to "Item:Q4678735"
From MaRDI portal
The following pages link to Financial Markets with Memory I: Dynamic Models (Q4678735):
Displaying 28 items.
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Long run behaviour of the autocovariance function of ARCH(\(\infty\)) models (Q429271) (← links)
- Telegraph processes with random jumps and complete market models (Q496959) (← links)
- Long memory in a linear stochastic Volterra differential equation (Q536288) (← links)
- Binary market models with memory (Q871007) (← links)
- Combining estimating functions for volatility (Q999000) (← links)
- Fractional Cox-Ingersoll-Ross process with non-zero ``mean'' (Q1641938) (← links)
- Bubbles and crashes in a Black-Scholes model with delay (Q1936825) (← links)
- The truncated Euler-Maruyama method for CIR model driven by fractional Brownian motion (Q2170237) (← links)
- Time-changed fractional Ornstein-Uhlenbeck process (Q2197307) (← links)
- Modeling of macroeconomics by a novel discrete nonlinear fractional dynamical system (Q2312202) (← links)
- Fractional Cox-Ingersoll-Ross process with small Hurst indices (Q2326528) (← links)
- Jump telegraph processes and financial markets with memory (Q2478418) (← links)
- Linear filtering of systems with memory and application to finance (Q2498195) (← links)
- Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
- Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)
- A Vasicek-Type Short Rate Model With Memory Effect (Q3459230) (← links)
- Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise (Q5046309) (← links)
- On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions (Q5055127) (← links)
- First passage times for some classes of fractional time-changed diffusions (Q5085217) (← links)
- The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process (Q5094465) (← links)
- APPROXIMATING EXPECTED VALUE OF AN OPTION WITH NON-LIPSCHITZ PAYOFF IN FRACTIONAL HESTON-TYPE MODEL (Q5147996) (← links)
- Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (Q5153148) (← links)
- Wavelet-Based Estimation of Anisotropic Spatiotemporal Long-Range Dependence (Q5298843) (← links)
- A jump telegraph model for option pricing (Q5433103) (← links)
- Sandwiched SDEs with unbounded drift driven by Hölder noises (Q6068847) (← links)
- Representation theorems in finite prediction, with applications (Q6117935) (← links)
- Numerical simulation of statistical behavior for fractional Cox-Ingersoll-Ross process (Q6585928) (← links)
