Pages that link to "Item:Q2939445"

The following pages link to Fractional Skellam processes with applications to finance (Q2939445):

Displaying 22 items.

• Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519) (← links)
• Fractional stochastic differential equations with applications to finance (Q713467) (← links)
• Multiscale estimation of processes related to the fractional Black-Scholes equation (Q1424648) (← links)
• Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
• On the transient behaviour of fractional \(M/M/\infty\) queues (Q2050295) (← links)
• Skellam and time-changed variants of the generalized fractional counting process (Q2110563) (← links)
• Continuous time processes for finance. Switching, self-exciting, fractional and other recent dynamics (Q2153594) (← links)
• Dynamic intersectoral models with power-law memory (Q2204795) (← links)
• Concept of dynamic memory in economics (Q2204903) (← links)
• Applications of Hilfer-Prabhakar operator to option pricing financial model (Q2209191) (← links)
• Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates (Q2240078) (← links)
• Fractional risk process in insurance (Q2299384) (← links)
• Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
• Compositions of Poisson and Gamma processes (Q2360596) (← links)
• (Q2741107) (← links)
• Continuous-time skewed multifractal processes as a model for financial returns (Q2897157) (← links)
• First passage times over stochastic boundaries for subdiffusive processes (Q5036094) (← links)
• On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators (Q5230210) (← links)
• DENSITY OF SKEW BROWNIAN MOTION AND ITS FUNCTIONALS WITH APPLICATION IN FINANCE (Q5371137) (← links)
• Queuing models with Mittag-Leffler inter-event times (Q6073815) (← links)
• Fractional Skellam process of order \(k\) (Q6556239) (← links)
• Regulating stochastic clocks§ (Q6592292) (← links)