Pages that link to "Item:Q2657004"
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The following pages link to Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004):
Displaying 6 items.
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Stochastic models based on moment matching (Q2225205) (← links)
- Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631) (← links)
- Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions (Q5106348) (← links)
- Commodity Asian option pricing and simulation in a 4-factor model with jump clusters (Q6549599) (← links)
- Risk assessment and optimal scheduling of serial projects (Q6617066) (← links)