Pages that link to "Item:Q2771102"
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The following pages link to Purely discontinuous asset price processes (Q2771102):
Displaying 15 items.
- Tempered stable distributions and processes (Q61368) (← links)
- Nonparametric tests for pathwise properties of semimartingales (Q453304) (← links)
- Threshold estimation of Markov models with jumps and interest rate modeling (Q737264) (← links)
- Existence of Lévy term structure models (Q928496) (← links)
- On the shapes of bilateral gamma densities (Q951204) (← links)
- On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. (Q1766027) (← links)
- Barrier options and touch-and-out options under regular Lévy processes of exponential type (Q1872362) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- Bilateral gamma distributions and processes in financial mathematics (Q2469499) (← links)
- Asset prices are Brownian motion: Only in business time (Q2725577) (← links)
- Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
- Instantaneous portfolio theory (Q4554500) (← links)
- Valuing Bermudan options when asset returns are Lévy processes (Q4647599) (← links)
- Markovian short rates in multidimensional term structure Lévy models (Q4989145) (← links)
- A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)
