Pages that link to "Item:Q3435996"
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The following pages link to Brownian–Laplace Motion and Its Use in Financial Modelling (Q3435996):
Displaying 12 items.
- Two nested families of skew-symmetric circular distributions (Q619119) (← links)
- Generalized normal-Laplace AR process (Q923864) (← links)
- Non-ideal Brownian motion, generalized Langevin equation and its application to the security market (Q1000401) (← links)
- A general approach for obtaining wrapped circular distributions via mixtures (Q2364053) (← links)
- Testing for the generalized normal-Laplace distribution with applications (Q2445771) (← links)
- A note on an integer valued time series model with Poisson–negative binomial marginal distribution (Q2807662) (← links)
- A flexible parametric survival model which allows a bathtub-shaped hazard rate function (Q3019503) (← links)
- An enhanced applications of brownian motion to mathematical finance in stochastic modeling (Q3101545) (← links)
- Inference procedures for the variance gamma model and applications (Q4922652) (← links)
- A product autoregressive model with log-Laplace marginal distribution (Q5148606) (← links)
- Inference for the Generalized Normal Laplace Distribution (Q5299937) (← links)
- Variance gamma (nonlocal) equations (Q6067093) (← links)
