Pages that link to "Item:Q2450704"
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The following pages link to Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models (Q2450704):
Displaying 13 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand (Q1631125) (← links)
- Long-term swings and seasonality in energy markets (Q2315654) (← links)
- Multivariate subordination of Markov processes with financial applications (Q2831000) (← links)
- Forward or backward simulation? A comparative study (Q5139227) (← links)
- OU models based on positive and negative subordinate processes applying in SHIBOR time series analysis and derivative pricing – through discrete differential method (Q5205895) (← links)
- Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk (Q5233178) (← links)
- Equivalent measure changes for subordinate diffusions (Q5243380) (← links)
- TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS (Q5416704) (← links)
- Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)
