Pages that link to "Item:Q1294762"
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The following pages link to Extremal behavior of diffusion models in finance (Q1294762):
Displaying 16 items.
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- On point measures of \(\varepsilon\)-upcrossings for stationary diffusions. (Q1424455) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Heavy-traffic extreme value limits for Erlang delay models (Q2269486) (← links)
- A continuous-state polynomial branching process (Q2274288) (← links)
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462) (← links)
- Stochastic spikes and Poisson approximation of one-dimensional stochastic differential equations with applications to continuously measured quantum systems (Q2420583) (← links)
- Estimation of stochastic volatility models by nonparametric filtering (Q2826006) (← links)
- ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS (Q3393972) (← links)
- NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
- Highs and lows: Some properties of the extremes of a diffusion and applications in finance (Q4801371) (← links)
- CONVERGENCE RATES OF SUMS OF <i>α</i>-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES (Q5357399) (← links)
- Maxima of stochastic processes driven by fractional Brownian motion (Q5697200) (← links)
- Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
