Pages that link to "Item:Q1904973"
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The following pages link to Hyperbolic distributions in finance (Q1904973):
Displaying 50 items.
- Analytical valuation of catastrophe equity options with negative exponential jumps (Q1003818) (← links)
- On Rényi information for ergodic diffusion processes (Q1007843) (← links)
- Subordination, self-similarity, and option pricing (Q1009413) (← links)
- Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics (Q1026346) (← links)
- Optimal consumption choice with intolerance for declining standard of living (Q1030171) (← links)
- Optimal portfolios: new variations of an old theme (Q1031945) (← links)
- An actuarial approach to option pricing under the physical measure and without market assumptions (Q1265918) (← links)
- On mixed exponential processes and martingales (Q1280855) (← links)
- Saddlepoint approximations to option prices (Q1305423) (← links)
- A hyperbolic diffusion model for stock prices (Q1367943) (← links)
- Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136) (← links)
- A structure for general and specific market risk (Q1424643) (← links)
- Processes of Meixner type (Q1567713) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Stochastic calculus for assets with non-Gaussian price fluctuations (Q1606132) (← links)
- Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155) (← links)
- A Gaussian-generalized inverse Gaussian finite-dimensional filter. (Q1613659) (← links)
- Stationary and self-similar processes driven by Lévy processes (Q1613667) (← links)
- Approximation and simulation of infinite-dimensional Lévy processes (Q1617261) (← links)
- Optimal portfolio selection based on expected shortfall under generalized hyperbolic distribution (Q1627671) (← links)
- On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families (Q1659114) (← links)
- Linking Tukey's legacy to financial risk measurement (Q1659149) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Semi-heavy tails (Q1728122) (← links)
- Likelihood-based risk estimation for variance-gamma models (Q1742843) (← links)
- A Stein type lemma for the multivariate generalized hyperbolic distribution (Q1753607) (← links)
- On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. (Q1766027) (← links)
- Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
- Sharp conditions for certain ruin in a risk process with stochastic return on investments (Q1805763) (← links)
- Barrier options and touch-and-out options under regular Lévy processes of exponential type (Q1872362) (← links)
- Optimal portfolios for logarithmic utility. (Q1877521) (← links)
- On Asian option pricing for NIG Lévy processes (Q1883479) (← links)
- Ehrenfest model with large jumps in finance (Q1885847) (← links)
- Factor models for option pricing (Q1934585) (← links)
- An asset return model capturing stylized facts (Q1935727) (← links)
- Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns (Q1936559) (← links)
- Multi-stock portfolio optimization under prospect theory (Q1938996) (← links)
- A fast Fourier transform technique for pricing European options with stochastic volatility and jump risk (Q1955160) (← links)
- Lévy density estimation via information projection onto wavelet subspaces (Q1957156) (← links)
- Nonparametric adaptive estimation for pure jump Lévy processes (Q1958507) (← links)
- Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- Outliers and the ostensibly heavy tails (Q2002093) (← links)
- Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
- Some properties of the multivariate generalized hyperbolic laws (Q2023836) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- Implied price processes anchored in statistical realizations (Q2085829) (← links)
- High dimensional Markovian trading of a single stock (Q2085831) (← links)
- Statistical inference based on weighted divergence measures with simulations and applications (Q2093129) (← links)
