Pages that link to "Item:Q4725494"
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The following pages link to Simulation of Estimates Using the Empirical Characteristic Function (Q4725494):
Displaying 14 items.
- Pricing permanent convertible bonds in EVG model (Q377906) (← links)
- Maximum likelihood estimation of stochastic frontier models by the Fourier transform (Q528038) (← links)
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
- Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
- Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- Valuation of American options under the CGMY model (Q4554225) (← links)
- Correlation estimation using components of Japanese candlesticks (Q4554230) (← links)
- A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model (Q4691176) (← links)
- Fitting the variance-gamma model to financial data (Q4822460) (← links)
- Inference procedures for the variance gamma model and applications (Q4922652) (← links)
- Estimation of affine asset pricing models using the empirical characteristic function (Q5939360) (← links)