The following pages link to Holger Fink (Q553078):
Displaying 8 items.
- Corrigendum to ``Prediction for some processes related to a fractional Brownian motion'' (Q553079) (← links)
- Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations (Q637113) (← links)
- Fractional Lévy Cox-Ingersoll-Ross and Jacobi processes (Q1726711) (← links)
- A fractional credit model with long range dependent default rate (Q1939342) (← links)
- Implied risk aversion: an alternative rating system for retail structured products (Q2328778) (← links)
- Conditional Distributions of Mandelbrot–van ness Fractional LÉVY Processes and Continuous‐Time ARMA–GARCH‐Type Models with Long Memory (Q3466884) (← links)
- Conditional Distributions of Processes Related to Fractional Brownian Motion (Q4918570) (← links)
- Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk (Q5407022) (← links)
