Pages that link to "Item:Q2940753"
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The following pages link to Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets (Q2940753):
Displaying 13 items.
- Selfdecomposable fields (Q521968) (← links)
- On the class of distributions of subordinated Lévy processes and bases (Q730346) (← links)
- Correlating Lévy processes with self-decomposability: applications to energy markets (Q2064647) (← links)
- A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes (Q2801791) (← links)
- Approximating ambit fields via Fourier methods (Q2804015) (← links)
- Gamma Kernels and BSS/LSS Processes (Q4976493) (← links)
- Refinement by reducing and reusing random numbers of the Hybrid scheme for Brownian semistationary processes (Q5014246) (← links)
- On Lévy Semistationary Processes with a Gamma Kernel (Q5038270) (← links)
- Ambit Fields: Survey and New Challenges (Q5038271) (← links)
- Pathwise Decompositions of Brownian Semistationary Processes (Q5380532) (← links)
- Hybrid scheme for Brownian semistationary processes (Q6032782) (← links)
- Simulation methods and error analysis for trawl processes and ambit fields (Q6089636) (← links)
- Pricing options on flow forwards by neural networks in a Hilbert space (Q6181517) (← links)
