Pages that link to "Item:Q1904973"
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The following pages link to Hyperbolic distributions in finance (Q1904973):
Displaying 50 items.
- Stein's method in two limit theorems involving the generalized inverse Gaussian distribution (Q2138227) (← links)
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
- On bounds for the mode and median of the generalized hyperbolic and related distributions (Q2208273) (← links)
- Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution (Q2223873) (← links)
- Comparison of low discrepancy mesh methods for pricing Bermudan options under a Lévy process (Q2229844) (← links)
- A European option pricing model in a stochastic and fuzzy environment (Q2248260) (← links)
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
- Consumption-investment problem with pathwise ambiguity under logarithmic utility (Q2323332) (← links)
- Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
- A comparison of generalized hyperbolic distribution models for equity returns (Q2336270) (← links)
- COMFORT: a common market factor non-Gaussian returns model (Q2347735) (← links)
- Stochastic interest rate volatility modeling with a continuous-time GARCH(1,1) model (Q2349619) (← links)
- Cost-efficiency in multivariate Lévy models (Q2351198) (← links)
- On normal variance-mean mixtures (Q2374585) (← links)
- Multivariate elliptical truncated moments (Q2397126) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Symmetric Gaussian mixture distributions with GGC scales (Q2401362) (← links)
- Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering (Q2404418) (← links)
- Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974) (← links)
- Functional quantization rate and mean regularity of processes with an application to Lévy processes (Q2426601) (← links)
- Weighted empirical processes in the nonparametric inference for Lévy processes (Q2439206) (← links)
- Delta hedging strategies comparison (Q2464246) (← links)
- Equivalence of floating and fixed strike Asian and lookback options (Q2485814) (← links)
- Linear complexity solution of parabolic integro-differential equations (Q2502236) (← links)
- Moments of the generalized hyperbolic distribution (Q2513365) (← links)
- Sequential maximum likelihood estimation for the hyperbolic diffusion process (Q2516388) (← links)
- Strategic long-term financial risks: single risk factors (Q2574059) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Convex bound approximations for sums of random variables under multivariate log-generalized hyperbolic distribution and asymptotic equivalences (Q2656111) (← links)
- Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
- A Markov-switching regression model with non-Gaussian innovations: estimation and testing (Q2691700) (← links)
- Goodness-of-fit tests for the hyperbolic distribution (Q2747879) (← links)
- Estimation and Calibration of Lévy Models via Fourier Methods (Q2786961) (← links)
- Efficient solution of structural default models with correlated jumps and mutual obligations (Q2804497) (← links)
- Convolution-invariant subclasses of generalized hyperbolic distributions (Q2807659) (← links)
- Lévy information and the aggregation of risk aversion (Q2831278) (← links)
- Hyperbolic Vector Random Fields with Hyperbolic Direct and Cross Covariance Functions (Q2905359) (← links)
- A multivariate pure-jump model with multi-factorial dependence structure (Q2909513) (← links)
- A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)
- Path integral representation for Schrödinger operators with Bernstein functions of the Laplacian (Q2911998) (← links)
- Tail asymptotic of Weibull-type risks (Q2934849) (← links)
- Expected Utility Maximization for Exponential Lévy Models with Option and Information Processes (Q2967983) (← links)
- Pricing of basket options using univariate normal inverse Gaussian approximations (Q2997946) (← links)
- Conditional Tail Moments of the Exponential Family and Its Related Distributions (Q3088974) (← links)
- DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS (Q3121231) (← links)
- Multi-tail generalized elliptical distributions for asset returns (Q3161678) (← links)
- Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes (Q3174918) (← links)
- Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes (Q3424322) (← links)
- Non-smooth optimization methods for computation of the Conditional Value-at-risk and portfolio optimization (Q3426227) (← links)
- Equilibrium asset pricing: with non-Gaussian factors and exponential utilities (Q3437403) (← links)
