The following pages link to Martynas Manstavičius (Q392778):
Displaying 22 items.
- Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility (Q261928) (← links)
- On the Fourier coefficients of linear fractional stable motion (Q392779) (← links)
- Exact packing measure of the range of \(\psi\)-super Brownian motions (Q510264) (← links)
- Randomly stopped maximum and maximum of sums with consistently varying distributions (Q522551) (← links)
- A note about Khoshnevisan-Xiao conjecture. (Q850987) (← links)
- Hausdorff-Besicovitch dimension of graphs and \(p\)-variation (Q852284) (← links)
- Hausdorff-Besicovitch dimension of graphs and \(p\)-variation of some Lévy processes (Q880471) (← links)
- No-arbitrage under a class of honest times (Q1691448) (← links)
- A non-Markovian process with unbounded \(p\)-variation (Q1768238) (← links)
- \(p\)-variation of strong Markov processes. (Q1879814) (← links)
- A family of density expansions for Lévy-type processes (Q2258531) (← links)
- A class of bivariate copula mappings (Q2328790) (← links)
- Transience of edge-reinforced random walk (Q2356047) (← links)
- Equilibrium in risk-sharing games (Q2364537) (← links)
- Static hedging under maturity mismatch (Q2516768) (← links)
- Derivatives pricing. The classic collection (Q2803996) (← links)
- Implications for hedging of the choice of driving process for one-factor Markov-functional models (Q2853380) (← links)
- Regularity of the characteristic function of additive functionals for iterated function systems. Statistical applications (Q2866536) (← links)
- Criteria for the finiteness of the strong <i>p</i>-variation for Lévy-type processes (Q4588299) (← links)
- Bounds for the Clayton copula (Q4968126) (← links)
- A class of bivariate independence copula transformations (Q6081876) (← links)
- A few generalizations of Kendall's tau. I: Construction (Q6599960) (← links)
