The following pages link to Tempering stable processes (Q885259):
Displaying 50 items.
- Small and large scale asymptotics of some Lévy stochastic integrals (Q931380) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Estimates of tempered stable densities (Q966504) (← links)
- Moments for tempered fractional advection-diffusion equations (Q977200) (← links)
- On weak generalized stability and \((c,d)\)-pseudostable random variables via functional equations (Q1028623) (← links)
- Small deviations of general Lévy processes (Q1035870) (← links)
- Small-time expansions for the transition distributions of Lévy processes (Q1041053) (← links)
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system (Q1620056) (← links)
- American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
- Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
- Some further results on the tempered multistable approach (Q1627832) (← links)
- Tempered stable Lévy motion driven by stable subordinator (Q1673024) (← links)
- Beyond monofractional kinetics (Q1677771) (← links)
- Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) (← links)
- Risk parity for mixed tempered stable distributed sources of risk (Q1703562) (← links)
- Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← links)
- Stable Lévy process delayed by tempered stable subordinator (Q1726801) (← links)
- Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators (Q1739376) (← links)
- The tempered discrete Linnik distribution (Q1742842) (← links)
- On densities of the product, quotient and power of independent subordinators (Q1746686) (← links)
- Codifference as a practical tool to measure interdependence (Q1783336) (← links)
- Tempered relaxation with clustering patterns (Q1928039) (← links)
- On the conservativeness and the recurrence of symmetric jump-diffusions (Q1932183) (← links)
- Coupling property and gradient estimates of Lévy processes via the symbol (Q1932221) (← links)
- Fractional dynamics at multiple times (Q1938813) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- A Lagrange-quadratic spline optimal collocation method for the time tempered fractional diffusion equation (Q1998346) (← links)
- Stochastic SIR Lévy jump model with heavy-tailed increments (Q2022607) (← links)
- On high-order schemes for tempered fractional partial differential equations (Q2029138) (← links)
- On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes (Q2032233) (← links)
- A fully discrete local discontinuous Galerkin method with the generalized numerical flux to solve the tempered fractional reaction-diffusion equation (Q2033963) (← links)
- Multivariate tempered stable random fields (Q2041743) (← links)
- The value of power-related options under spectrally negative Lévy processes (Q2047039) (← links)
- Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral (Q2066759) (← links)
- Moment-based estimation for parameters of general inverse subordinator (Q2069194) (← links)
- Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← links)
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
- Tempered positive Linnik processes and their representations (Q2106799) (← links)
- Estimates of heat kernels of non-symmetric Lévy processes (Q2121274) (← links)
- On a Lévy process pinned at random time (Q2126289) (← links)
- Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
- Estimation of tempered stable Lévy models of infinite variation (Q2152238) (← links)
- On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520) (← links)
- Discrete tempered stable distributions (Q2157412) (← links)
- Tempered fractional order compartment models and applications in biology (Q2162646) (← links)
- Designing cost-efficient inspection schemes for stochastic streamflow environment using an effective Hamiltonian approach (Q2168629) (← links)
- An investigation on continuous time random walk model for bedload transport (Q2173489) (← links)
