Pages that link to "Item:Q1672921"
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The following pages link to Selfdecomposability and selfsimilarity: a concise primer (Q1672921):
Displaying 16 items.
- Self-similar processes with independent increments associated with Lévy and Bessel processes. (Q1766032) (← links)
- Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlen\-beck type processes (Q1890296) (← links)
- Correlating Lévy processes with self-decomposability: applications to energy markets (Q2064647) (← 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)
- Coupling Poisson processes by self-decomposability (Q2363006) (← links)
- Remarks on the selfdecomposability and new examples (Q2732341) (← links)
- Markov processes and generalized Schrödinger equations (Q2851783) (← links)
- Mass spectrum from stochastic Lévy-Schrödinger relativistic equations: possible qualitative predictions in QCD (Q2861673) (← links)
- Pricing exchange options with correlated jump diffusion processes (Q4957241) (← links)
- A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets (Q5063388) (← links)
- Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235) (← links)
- Exact Simulation of Variance Gamma-Related OU Processes: Application to the Pricing of Energy Derivatives (Q5149267) (← links)
- Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (Q5164999) (← links)
- Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359) (← links)
- The variance gamma++ process and applications to energy markets (Q6580711) (← links)
