Pages that link to "Item:Q3616251"
From MaRDI portal
The following pages link to Simulation and Estimation of the Meixner Distribution (Q3616251):
Displaying 7 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- Reviewing alternative characterizations of Meixner process (Q431510) (← links)
- On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758) (← links)
- Estimation and Simulation of the Riesz-Bessel Distribution (Q5697387) (← links)
- Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution (Q6553225) (← links)