Pages that link to "Item:Q2905725"

The following pages link to Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations (Q2905725):

Displaying 23 items.

• On simulation of tempered stable random variates (Q61358) (← links)
• Discussion of `On simulation and properties of the stable law' by Devroye and James (Q257657) (← links)
• On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
• Sample path generation of Lévy-driven continuous-time autoregressive moving average processes (Q518863) (← links)
• Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
• Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
• On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes (Q2032233) (← links)
• Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← links)
• Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
• Estimation of tempered stable Lévy models of infinite variation (Q2152238) (← links)
• Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
• On fractional Lévy processes: tempering, sample path properties and stochastic integration (Q2302689) (← links)
• Implied risk aversion: an alternative rating system for retail structured products (Q2328778) (← links)
• Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
• Numerical inverse Lévy measure method for infinite shot noise series representation (Q2453198) (← links)
• Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938) (← links)
• Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
• Lookback option prices under a spectrally negative tempered-stable model (Q2841328) (← links)
• Tempered stable Ornstein– Uhlenbeck processes: A practical view (Q2965581) (← links)
• Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes (Q3094135) (← links)
• On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes (Q3182428) (← links)
• Measuring Impact of Random Jumps Without Sample Path Generation (Q3452488) (← links)
• On the simulation of general tempered stable Ornstein–Uhlenbeck processes (Q5107760) (← links)