Pages that link to "Item:Q1367943"
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The following pages link to A hyperbolic diffusion model for stock prices (Q1367943):
Displaying 39 items.
- A joint stock and bond market based on the hyperbolic Gaussian model (Q362053) (← links)
- A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
- Solutions and simulations of some one-dimensional stochastic differential equations (Q607569) (← links)
- Stock returns and hyperbolic distributions (Q699418) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- On Rényi information for ergodic diffusion processes (Q1007843) (← 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)
- Efficient estimators for functionals of Markov chains with parametric marginals. (Q1427720) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184) (← links)
- Stochastic modeling of stock price process induced from the conjugate heat equation (Q1783272) (← links)
- On modifications of the Bachelier model (Q2045094) (← links)
- Transient numerical approximation of hyperbolic diffusions and beyond (Q2104070) (← links)
- A general closed form option pricing formula (Q2418424) (← links)
- Nonparametric inference for discretely sampled Lévy processes (Q2428954) (← links)
- Sequential maximum likelihood estimation for the hyperbolic diffusion process (Q2516388) (← links)
- Asset prices are Brownian motion: Only in business time (Q2725577) (← links)
- A closed-form solution to American options under general diffusion processes (Q2869962) (← links)
- Nonparametric estimation of second-order stochastic differential equations (Q2886970) (← links)
- A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING (Q3523565) (← links)
- A Microeconomic Approach to Diffusion Models For Stock Prices (Q4371997) (← links)
- Detrended fluctuation analysis of the Ornstein-Uhlenbeck process: Stationarity versus nonstationarity (Q4601375) (← links)
- Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method (Q4610221) (← links)
- Inference for Observations of Integrated Diffusion Processes (Q4677104) (← links)
- (Q4830466) (← links)
- Realistic Statistical Modelling of Financial Data (Q4831974) (← links)
- (Q5043261) (← links)
- An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions (Q5066386) (← links)
- Country risk and the estimation of asset return distributions (Q5308999) (← links)
- Partial Differential Equations for Time Development of Stock Prices, Properties, etc. and the Inverse Power Law (Q5325412) (← links)
- Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes (Q5467712) (← links)
- Student processes (Q5694148) (← links)
- Method for simulating non-linear stochastic differential equations in ℝ<sup>1</sup> (Q5697313) (← links)
- A Diffusion Model for Growth Stocks (Q5704167) (← links)
- Testing Symmetry of a NIG Distribution (Q5719260) (← links)
- A stochastic Schumacher diffusion process: probability characteristics computation and statistical analysis (Q6176167) (← links)
- Parametric inference for diffusion processes observed at discrete points in time: a survey (Q6657951) (← links)
