The following pages link to Student processes (Q5694148):
Displaying 8 items.
- Stochastic analysis for vector-valued generalized grey Brownian motion (Q6040482) (← links)
- Vector Stochastic Processes with Pólya‐Type Correlation Structure (Q6064689) (← links)
- Novel numerical techniques for the finite moment log stable computational model for European call option (Q6088406) (← links)
- Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
- Multivariate elliptic processes (Q6573276) (← links)
- Stationary-increment variance-gamma and \(t\) models: simulation and parameter estimation (Q6574223) (← links)
- Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations (Q6578138) (← links)
- Large deviations for the Pearson family of ergodic diffusion processes involving a quadratic diffusion coefficient and a linear force (Q6607268) (← links)
