Pages that link to "Item:Q3606096"

The following pages link to A New Tempered Stable Distribution and Its Application to Finance (Q3606096):

Displaying 10 items.

• TempStable (Q61371) (← links)
• The theory of geometric stable distributions and its use in modeling financial data (Q1330574) (← links)
• Multivariate tempered stable random fields (Q2041743) (← links)
• The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing (Q2203004) (← links)
• Periodic portfolio revision with transaction costs (Q2354016) (← links)
• Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
• Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
• A new measure between sets of probability distributions with applications to erratic financial behavior (Q5020029) (← links)
• Explicit representation of characteristic function of tempered <i>α</i>‐stable Ornstein–Uhlenbeck process (Q6140809) (← links)
• On the convolution equivalence of tempered stable distributions on the real line (Q6540882) (← links)