The following pages link to Tempering stable processes (Q885259):
Displaying 32 items.
- Third-order short-time expansions for close-to-the-money option prices under the CGMY model (Q5373916) (← links)
- SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS (Q5377002) (← links)
- Computation of Greeks for asset price dynamics driven by stable and tempered stable processes (Q5397463) (← links)
- HIGH‐ORDER SHORT‐TIME EXPANSIONS FOR ATM OPTION PRICES OF EXPONENTIAL LÉVY MODELS (Q5739188) (← links)
- Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225) (← links)
- Confined random motion with Laplace and Linnik statistics (Q5876397) (← links)
- Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359) (← links)
- A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)
- Tempered stable autoregressive models (Q6060915) (← links)
- Fractional Poisson processes of order \(k\) and beyond (Q6071176) (← links)
- A unified construction for series representations and finite approximations of completely random measures (Q6103233) (← links)
- Explicit representation of characteristic function of tempered <i>α</i>‐stable Ornstein–Uhlenbeck process (Q6140809) (← links)
- A novel stochastic hepatitis B virus epidemic model with second-order multiplicative \(\alpha\)-stable noise and real data (Q6152113) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)
- Tempered space fractional negative binomial process (Q6160850) (← links)
- Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients (Q6170362) (← links)
- Humbert generalized fractional differenced ARMA processes (Q6177839) (← links)
- WITHDRAWAL SUCCESS ESTIMATION (Q6182053) (← links)
- Elastic drifted Brownian motions and non-local boundary conditions (Q6186386) (← links)
- Large deviations for Lévy diffusions in the small noise regime (Q6198717) (← links)
- On the convolution equivalence of tempered stable distributions on the real line (Q6540882) (← links)
- Estimation for multivariate normal rapidly decreasing tempered stable distributions (Q6552936) (← links)
- Existence and uniqueness of solutions for forward and backward nonlocal Fokker-Planck equations with time-dependent coefficients (Q6559408) (← links)
- Goodness-of-fit test for stochastic processes using even empirical moments statistic (Q6571811) (← links)
- Average-tempered stable subordinators with applications (Q6579706) (← links)
- Regulating stochastic clocks§ (Q6592292) (← links)
- Non-symmetric differentially subordinate martingales and sharp weak-type bounds for Fourier multipliers (Q6595565) (← links)
- GARTFIMA process and its empirical spectral density based estimation (Q6604252) (← links)
- Parametric estimation of tempered stable laws (Q6634817) (← links)
- Representation of solutions and asymptotic behavior for nonlocal diffusion equations describing tempered Lévy flights (Q6635560) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)
- Asymptotic properties of M-estimator for GARCH(1, 1) model parameters (Q6669605) (← links)
