The following pages link to (Q4524816):
Displaying 29 items.
- Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
- Approximations for the distributions of bounded variation Lévy processes (Q613155) (← links)
- Herd behavior and financial crashes: an interacting particle system approach (Q670597) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Some properties of extreme stable laws and related infinitely divisible random variables (Q1007459) (← links)
- Self-criticality and stochastic of an S{\&}P 500 index time series (Q1576625) (← links)
- Elements for a theory of financial risks (Q1577075) (← links)
- Local prelimit theorems and their applications to finance (Q1585526) (← links)
- Stochastic calculus for assets with non-Gaussian price fluctuations (Q1606132) (← links)
- Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155) (← links)
- An agent-based model of stock markets incorporating momentum investors (Q1672973) (← links)
- Barrier options and touch-and-out options under regular Lévy processes of exponential type (Q1872362) (← links)
- A note on power-law cross-correlated processes (Q2122871) (← links)
- Monte Carlo option pricing for tempered stable (CGMY) processes (Q2461281) (← links)
- Properties of a simple bilinear stochastic model: Estimation and predictability (Q2482024) (← links)
- Does composite index of NYSE represents chaos in the long time scale? (Q2490223) (← links)
- Variable step random walks and self-similar distributions (Q2492829) (← links)
- Linear complexity solution of parabolic integro-differential equations (Q2502236) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- Limit order books (Q2871425) (← links)
- Models of asset returns: changes of pattern from high to low event frequency (Q4610244) (← links)
- Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions (Q4647593) (← links)
- Option overlay strategies (Q4683071) (← links)
- Agent-based modelling in directional-change intrinsic time (Q4991034) (← links)
- Conic quantization: stochastic volatility and market implied liquidity (Q4991041) (← links)
- Characterizations of stable laws via functional equations (Q5467040) (← links)
- Price fluctuations from the order book perspective - empirical facts and a simple model (Q5947885) (← links)
- A distribution-based method to gauge market liquidity through scale invariance between investment horizons (Q6578147) (← links)
