Pages that link to "Item:Q2574617"
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The following pages link to Gaussian moving averages, semimartingales and option pricing. (Q2574617):
Displaying 22 items.
- On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes (Q398201) (← links)
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- Stochastic integration for tempered fractional Brownian motion (Q402481) (← links)
- Sub-exponential convergence to equilibrium for Gaussian driven stochastic differential equations with semi-contractive drift (Q782802) (← links)
- Lévy driven moving averages and semimartingales (Q841487) (← links)
- Polar functions of multiparameter bifractional Brownian sheets (Q844059) (← links)
- Gaussian moving averages and semimartingales (Q1039048) (← links)
- Self-intersection local times and collision local times of bifractional Brownian motions (Q1044279) (← links)
- Spectral representation of Gaussian semimartingales (Q1047164) (← links)
- Equivalent martingale measures for Lévy-driven moving averages and related processes (Q1639665) (← links)
- On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
- Bubbles and crashes in a Black-Scholes model with delay (Q1936825) (← links)
- Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617) (← links)
- On global and local properties of the trajectories of Gaussian random fields -- a look through the set of limit points (Q2287785) (← links)
- On fractional Lévy processes: tempering, sample path properties and stochastic integration (Q2302689) (← links)
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications (Q2458950) (← links)
- Sample path properties of bifractional Brownian motion (Q2469664) (← links)
- Representations of fractional Brownian motion using vibrating strings (Q2575814) (← links)
- On infinitely divisible semimartingales (Q2634898) (← links)
- Representation of Gaussian semimartingales with applications to the covariance function (Q3080992) (← links)
- DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION (Q3510241) (← links)
- Empirical likelihood methods for discretely observed Gaussian moving averages (Q5222386) (← links)
