Pages that link to "Item:Q2441148"
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The following pages link to A risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence (Q2441148):
Displaying 4 items.
- On magnitude, asymptotics and duration of drawdowns for Lévy models (Q502880) (← links)
- Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions (Q2893289) (← links)
- An inverse gamma activity time process with noninteger parameters and a self-similar limit (Q2897153) (← links)
- An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035) (← links)