Pages that link to "Item:Q3112454"
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The following pages link to Jump-Diffusion Models Driven by Lévy Processes (Q3112454):
Displaying 10 items.
- Jump tail dependence in Lévy copula models (Q385630) (← links)
- Estimation of the activity of jumps in time-changed Lévy models (Q391841) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Model selection for Lévy measures in diffusion processes with jumps from discrete observations (Q958809) (← links)
- Inhomogeneous exponential jump model (Q1626607) (← links)
- Classical robots perturbed by Lévy processes: analysis and Lévy disturbance rejection methods (Q1678396) (← links)
- Intensity process for a pure jump Lévy structural model with incomplete information (Q2258826) (← links)
- Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← links)
- A GENERAL ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODEL WITH LÉVY JUMPS (Q2953304) (← links)
- Jump locations of jump-diffusion processes with state-dependent rates (Q4595430) (← links)