The following pages link to (Q4367302):
Displaying 50 items.
- Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← links)
- Self-affine fractal functions and wavelet series (Q1970002) (← links)
- Conformal accelerations method and efficient evaluation of stable distributions (Q2023071) (← links)
- Series representation of jointly \(S \alpha S\) distribution via symmetric covariations (Q2046908) (← links)
- Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process (Q2046979) (← links)
- Five degrees of randomness (Q2066236) (← links)
- Assessing the robustness of critical behavior in stochastic cellular automata (Q2083752) (← links)
- Practical finite difference method for solving multi-dimensional Black-Scholes model in fractal market (Q2098668) (← links)
- Fractal and multifractal descriptors restore ergodicity broken by non-Gaussianity in time series (Q2111296) (← links)
- Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation (Q2147632) (← links)
- Average is over (Q2148166) (← links)
- Static and dynamic factors in an information-based multi-asset artificial stock market (Q2148216) (← links)
- The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists (Q2150929) (← links)
- Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics (Q2157960) (← links)
- Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump (Q2159662) (← links)
- Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063) (← links)
- Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (Q2167823) (← links)
- New collectivity measures for financial covariances and correlations (Q2170574) (← links)
- Pricing of perpetual American put option with sub-mixed fractional Brownian motion (Q2175773) (← links)
- The compound truncated Poisson Cauchy model: a descriptor for multimodal data (Q2178391) (← links)
- Order patterns, their variation and change points in financial time series and Brownian motion (Q2208381) (← links)
- Emergence of turbulent epochs in oil prices (Q2213590) (← links)
- Fractional Brownian motion with two-variable Hurst exponent (Q2223840) (← links)
- Phase and multifractality analyses of random price time series by finite-range interacting biased voter system (Q2259773) (← links)
- Stochastic modeling in nanoscale biophysics: subdiffusion within proteins (Q2271333) (← links)
- Pricing stock loans with the CGMY model (Q2296547) (← links)
- Dynamics of a stochastic system driven by cross-correlated sine-Wiener bounded noises (Q2308126) (← links)
- Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises (Q2312767) (← links)
- Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift (Q2323177) (← links)
- Image processing algorithm based on bi-dimensional local mean decomposition (Q2331664) (← links)
- Option pricing under residual risk and imperfect hedging (Q2338861) (← links)
- Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal (Q2341574) (← links)
- Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters (Q2355678) (← links)
- Stochastic fractional differential equations: modeling, method and analysis (Q2393250) (← links)
- Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics (Q2410080) (← links)
- On the robustness of location estimators in models of firm growth under heavy-tailedness (Q2451782) (← links)
- Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
- The relative entropy in CGMY processes and its applications to finance (Q2472193) (← links)
- Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance (Q2485795) (← links)
- Lévy, Ornstein-Uhlenbeck, and subordination: spectral vs. jump description (Q2487832) (← links)
- Strong, weak and false inverse power laws (Q2503969) (← links)
- Verification of internal risk measure estimates (Q2520725) (← links)
- Combining multifractal additive and multiplicative chaos (Q2575362) (← links)
- On the asymptotic free boundary for the American put option problem (Q2577472) (← links)
- A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
- Testing stationarity of the detrended price return in stock markets (Q2668268) (← links)
- Financial markets and the phase transition between water and steam (Q2669347) (← links)
- Local Dvoretzky-Kiefer-Wolfowitz confidence bands (Q2670672) (← links)
- Mechanism of investor behavior propagation in stock market (Q2678336) (← links)
- Multifractal descriptors ergodically characterize non-ergodic multiplicative cascade processes (Q2700719) (← links)
