Pages that link to "Item:Q1381483"

The following pages link to Processes of normal inverse Gaussian type (Q1381483):

Displaying 50 items.

• Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
• Fractional normal inverse Gaussian process (Q2276422) (← links)
• Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← links)
• Hilbert transform, spectral filters and option pricing (Q2288941) (← links)
• Optimal importance sampling for Lévy processes (Q2289777) (← links)
• On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method (Q2292051) (← links)
• Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← links)
• The \(n\)-term approximation of periodic generalized Lévy processes (Q2297320) (← links)
• Option pricing by probability distortion operator based on the quantile function (Q2298583) (← links)
• Parameter estimation for ARTFIMA time series (Q2317279) (← links)
• Consumption-investment problem with pathwise ambiguity under logarithmic utility (Q2323332) (← links)
• Option pricing in time-changed Lévy models with compound Poisson jumps (Q2326531) (← links)
• Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy (Q2334406) (← links)
• Testing for pure-jump processes for high-frequency data (Q2343966) (← links)
• Model-based pricing for financial derivatives (Q2347719) (← links)
• Stochastic interest rate volatility modeling with a continuous-time GARCH(1,1) model (Q2349619) (← links)
• Tightness and convergence of trimmed Lévy processes to normality at small times (Q2360647) (← links)
• Lévy processes driven by stochastic volatility (Q2372257) (← links)
• The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures (Q2372385) (← links)
• Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
• Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
• Symmetric Gaussian mixture distributions with GGC scales (Q2401362) (← links)
• Estimation of a noisy subordinated Brownian motion via two-scales power variations (Q2408746) (← links)
• Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
• Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
• The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes (Q2419668) (← links)
• Tempered fractional Brownian motion (Q2435748) (← links)
• Weighted empirical processes in the nonparametric inference for Lévy processes (Q2439206) (← links)
• Constant proportion portfolio insurance under a regime switching exponential Lévy process (Q2443230) (← links)
• Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes (Q2444668) (← links)
• Pricing average options under time-changed Lévy processes (Q2447509) (← links)
• Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← links)
• Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
• What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) (← links)
• Multifrequency jump-diffusions: An equilibrium approach (Q2469552) (← links)
• Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
• On a class of Lévy processes (Q2489844) (← links)
• Characterization of dependence of multidimensional Lévy processes using Lévy copulas (Q2499076) (← links)
• Linear complexity solution of parabolic integro-differential equations (Q2502236) (← links)
• Moments of the generalized hyperbolic distribution (Q2513365) (← links)
• On normal stable Tweedie models and power-generalized variance functions of only one component (Q2513942) (← links)
• Static hedging under maturity mismatch (Q2516768) (← links)
• Strategic long-term financial risks: single risk factors (Q2574059) (← links)
• Simulation of stochastic integrals with respect to Lévy processes of type G. (Q2574503) (← links)
• Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601) (← links)
• Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
• Spectral properties of superpositions of Ornstein-Uhlenbeck type processes (Q2583517) (← links)
• Activity signature functions for high-frequency data analysis (Q2630154) (← links)
• CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
• Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)