Pages that link to "Item:Q1904973"
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The following pages link to Hyperbolic distributions in finance (Q1904973):
Displaying 33 items.
- NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR <i>n</i> STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE (Q5455262) (← links)
- Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives (Q5460661) (← links)
- CRASH HEDGING STRATEGIES AND WORST-CASE SCENARIO PORTFOLIO OPTIMIZATION (Q5483507) (← links)
- A QUASI-MONTE CARLO ALGORITHM FOR THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND VALUATION OF FINANCIAL DERIVATIVES (Q5487828) (← links)
- On Maxima and Ladder Processes for a Dense Class of Lévy Process (Q5489000) (← links)
- Student processes (Q5694148) (← links)
- SYMMETRIES IN JUMP-DIFFUSION MODELS WITH APPLICATIONS IN OPTION PRICING AND CREDIT RISK (Q5696846) (← links)
- THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY (Q5696880) (← links)
- Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform (Q5742657) (← links)
- Modeling the distribution of day-ahead electricity returns: a comparison (Q5745655) (← links)
- Double Hierarchical Generalized Linear Models (With Discussion) (Q5757822) (← links)
- OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL (Q5854316) (← links)
- An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
- Exposure valuations and their capital requirements (Q6078123) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
- Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)
- The economics of time as it is embedded in the prices of options§ (Q6158421) (← links)
- On the cumulant transforms for Hawkes processes (Q6159627) (← links)
- Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632) (← links)
- Applications of artificial neural networks to simulating Lévy processes (Q6187854) (← links)
- Point process simulation of generalised hyperbolic Lévy processes (Q6190653) (← links)
- Efficient exponential tilting with applications (Q6494401) (← links)
- Renyi Entropy based design of heavy tailed distribution for return of financial assets (Q6500371) (← links)
- Dynamic currency hedging with non-Gaussianity and ambiguity (Q6546319) (← links)
- Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models (Q6549617) (← links)
- Non-parametric estimation for pure jump irregularly sampled or noisy Lévy processes (Q6573272) (← links)
- Closed-form approximations for spread options in Lévy markets (Q6574591) (← links)
- Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations (Q6578138) (← links)
- Realized Quantiles<sup>*</sup> (Q6620952) (← links)
- On the construction of stationary processes and random fields (Q6641509) (← links)
- Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558) (← links)
- Short Option Maturity Term Structures of Skewness and Excess Kurtosis* (Q6671995) (← links)
