Pages that link to "Item:Q2322591"
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The following pages link to Donsker type theorem for fractional Poisson process (Q2322591):
Displaying 4 items.
- The closed-form option pricing formulas under the sub-fractional Poisson volatility models (Q2137510) (← links)
- A Donsker theorem to simulate one-dimensional processes with measurable coefficients (Q5429606) (← links)
- Parameter estimation for a discrete time model driven by fractional Poisson process (Q6107524) (← links)
- Stochastic mortality model with respect to mixed fractional Poisson process: calibration and empirical analysis of long-range dependence in actuarial valuation (Q6665589) (← links)
