The following pages link to (Q4937701):
Displaying 50 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (Q75218) (← links)
- Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels (Q98918) (← links)
- Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
- On simulation and properties of the stable law (Q257653) (← links)
- Discussion of ``On simulation and properties of the stable law'' by L. Devroye and L. James (Q257654) (← links)
- Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes (Q259571) (← links)
- Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
- Completely monotonic gamma ratio and infinitely divisible H-function of Fox (Q260309) (← links)
- Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility (Q261928) (← links)
- Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum (Q265287) (← links)
- Exchangeable exogenous shock models (Q265306) (← links)
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
- On the one-mode quadratic Weyl operators (Q266450) (← links)
- Asymptotic estimate of eigenvalues of pseudo-differential operators in an interval (Q268586) (← links)
- Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
- Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization (Q273588) (← links)
- Small ball probabilities for a class of time-changed self-similar processes (Q273717) (← links)
- Time-causal and time-recursive spatio-temporal receptive fields (Q275337) (← links)
- Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198) (← links)
- Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
- Representations and inequalities for generalized hypergeometric functions (Q280896) (← links)
- On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847) (← links)
- Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
- Representation of stationary and stationary increment processes via Langevin equation and self-similar processes (Q286454) (← links)
- Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach (Q292529) (← links)
- Fractional absolute moments of heavy tailed distributions (Q292942) (← links)
- Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes (Q298830) (← links)
- Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises (Q300145) (← links)
- Ergodic property of stable-like Markov chains (Q300281) (← links)
- Risk premia in option markets (Q300692) (← links)
- Radner equilibrium in incomplete Lévy models (Q300843) (← links)
- Additive subordination and its applications in finance (Q309162) (← links)
- Matricial model for the free multiplicative convolution (Q317467) (← links)
- Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
- Modeling international trade data with the Tweedie distribution for anti-fraud and policy support (Q320834) (← links)
- Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise (Q321828) (← links)
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- The first passage time problem over a moving boundary for asymptotically stable Lévy processes (Q325889) (← links)
- The first passage time of a stable process conditioned to not overshoot (Q325892) (← links)
- A distributional equality for suprema of spectrally positive Lévy processes (Q325896) (← links)
- Time regularity of generalized Ornstein-Uhlenbeck processes with Lévy noises in Hilbert spaces (Q325898) (← links)
- Escape rates for multidimensional shift self-similar additive sequences (Q325903) (← links)
- Unimodality of the freely selfdecomposable probability laws (Q325905) (← links)
- Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps (Q331361) (← links)
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- Hypotheses testing about the drift parameter in linear stochastic differential equation driven by stable processes (Q333541) (← links)
