Pages that link to "Item:Q2363006"
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The following pages link to Coupling Poisson processes by self-decomposability (Q2363006):
Displaying 7 items.
- Correlating Lévy processes with self-decomposability: applications to energy markets (Q2064647) (← links)
- Coupling Poisson processes by self-decomposability (Q2363006) (← links)
- Co-Poisson intertwining (Q2372806) (← links)
- Pricing exchange options with correlated jump diffusion processes (Q4957241) (← links)
- Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235) (← links)
- Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (Q5164999) (← links)
- The variance gamma++ process and applications to energy markets (Q6580711) (← links)