Pages that link to "Item:Q1904973"
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The following pages link to Hyperbolic distributions in finance (Q1904973):
Displaying 50 items.
- Nonparametric estimation of time-changed Lévy models under high-frequency data (Q3558943) (← links)
- Value at Risk with time varying variance, skewness and kurtosis-the NIG-ACD model (Q3566440) (← links)
- A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE (Q3580217) (← links)
- Arithmetic average options in the hyperbolic model (Q4462529) (← links)
- Correlation as probability: applications of Sheppard’s formula to financial assets (Q4554459) (← links)
- Tail-risk protection trading strategies (Q4555105) (← links)
- Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance (Q4555162) (← links)
- An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models (Q4561928) (← links)
- A Stein characterisation of the generalized hyperbolic distribution (Q4578055) (← links)
- A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk (Q4609028) (← links)
- Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
- Modelling exchange rate returns: which flexible distribution to use? (Q4619490) (← links)
- SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW (Q4634637) (← links)
- Deterministic implied volatility models (Q4646768) (← links)
- Semi-parametric modelling in finance: theoretical foundations (Q4646785) (← links)
- Valuing Bermudan options when asset returns are Lévy processes (Q4647599) (← links)
- PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (Q4653014) (← links)
- Bayesian estimation of NIG models via Markov chain Monte Carlo methods (Q4676865) (← links)
- Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model (Q4689913) (← links)
- A risk model driven by Lévy processes (Q4827960) (← links)
- Realistic Statistical Modelling of Financial Data (Q4831974) (← links)
- Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032) (← links)
- CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES (Q4906512) (← links)
- EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526) (← links)
- ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS (Q4916238) (← links)
- GLM-methods for volatility models (Q4970947) (← links)
- Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions (Q4976492) (← links)
- Estimation of Correlation Between Latent Processes (Q4976496) (← links)
- Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework (Q4976513) (← links)
- Variable annuities in a Lévy-based hybrid model with surrender risk (Q4991063) (← links)
- Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior (Q4991068) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- Dependence calibration and portfolio fit with factor-based subordinators (Q5001188) (← links)
- Multinomial method for option pricing under Variance Gamma (Q5031847) (← links)
- OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581) (← links)
- NORMAL- MIXTURE WITH APPLICATION TO FINANCIAL DATA (Q5069525) (← links)
- Nonlinear regression using order statistics from the multivariate generalized hyperbolic distributions (Q5082612) (← links)
- Some analytical results on bivariate stable distributions with an application in operational risk (Q5092649) (← links)
- Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP) (Q5092651) (← links)
- A robust statistical approach to select adequate error distributions for financial returns (Q5138523) (← links)
- Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)
- MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008) (← links)
- Additive Processes with Bilateral Gamma Marginals (Q5149265) (← links)
- Filtering Response Directions (Q5162853) (← links)
- Generative Bayesian neural network model for risk-neutral pricing of American index options (Q5234315) (← links)
- General theory of geometric Lévy models for dynamic asset pricing (Q5345963) (← links)
- SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS (Q5377002) (← links)
- ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS (Q5386671) (← links)
- USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS (Q5419642) (← links)
- On the Pricing of American Options in Exponential Lévy Markets (Q5443740) (← links)
