Pages that link to "Item:Q1381483"
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The following pages link to Processes of normal inverse Gaussian type (Q1381483):
Displaying 50 items.
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
- Regime-switching temperature dynamics model for weather derivatives (Q1736306) (← links)
- Numerical valuation of options with jumps in the underlying (Q1775609) (← links)
- Type \(G\) and spherical distributions on \(\mathbb R^d\) (Q1776346) (← links)
- Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
- Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184) (← 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)
- Conservative delta hedging. (Q1884835) (← links)
- Factor models for option pricing (Q1934585) (← links)
- Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns (Q1936559) (← links)
- Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models (Q1938114) (← links)
- Hedging for the long run (Q1938979) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- Lévy density estimation via information projection onto wavelet subspaces (Q1957156) (← links)
- Implications of parameter uncertainty on option prices (Q1958422) (← links)
- Distributions of selfsimilar and semi-selfsimilar processes with independent increments (Q1977639) (← links)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- Pricing approximations and error estimates for local Lévy-type models with default (Q2006127) (← links)
- Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
- Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
- FFT-network for bivariate Lévy option pricing (Q2024616) (← links)
- Wavelet analysis of the Besov regularity of Lévy white noise (Q2042652) (← links)
- Intermittency and infinite variance: the case of integrated supou processes (Q2042808) (← links)
- Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral (Q2066759) (← links)
- Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method (Q2074132) (← links)
- Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← links)
- Implied price processes anchored in statistical realizations (Q2085829) (← links)
- High dimensional Markovian trading of a single stock (Q2085831) (← links)
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← links)
- Tempered positive Linnik processes and their representations (Q2106799) (← links)
- On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators (Q2119658) (← links)
- On a Lévy process pinned at random time (Q2126289) (← links)
- Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
- An accurate European option pricing model under fractional stable process based on Feynman path integral (Q2150099) (← links)
- Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632) (← links)
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
- A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
- Generalized bounds for active subspaces (Q2180052) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution (Q2223873) (← links)
- Asymptotic theory for regression models with fractional local to unity root errors (Q2230667) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
- Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
- Equilibrium approach of asset pricing under Lévy process (Q2253386) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- The mixture of left-right truncated normal distributions (Q2272108) (← links)
