Pages that link to "Item:Q5886359"
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The following pages link to Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359):
Displaying 3 items.
- Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations (Q1745606) (← links)
- Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)