Pages that link to "Item:Q2241120"
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The following pages link to Modelling tail risk with tempered stable distributions: an overview (Q2241120):
Displaying 14 items.
- Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? (Q481380) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
- Tempered positive Linnik processes and their representations (Q2106799) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
- Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics (Q5044106) (← links)
- Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment (Q6050362) (← links)
- Tail variance allocation, Shapley value, and the majorization problem (Q6198966) (← links)
- Dual stochastic descriptions of streamflow dynamics under model ambiguity through a Markovian embedding (Q6543319) (← links)
- Estimation for multivariate normal rapidly decreasing tempered stable distributions (Q6552936) (← links)
- Existence and uniqueness of solutions for forward and backward nonlocal Fokker-Planck equations with time-dependent coefficients (Q6559408) (← links)
- Regulating stochastic clocks§ (Q6592292) (← links)
- Parametric estimation of tempered stable laws (Q6634817) (← links)
