Pages that link to "Item:Q491690"
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The following pages link to Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters (Q491690):
Displaying 4 items.
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)
- Model verification for Lévy-driven CARMA(2,1) processes (Q5157351) (← links)
