Pages that link to "Item:Q3580217"
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The following pages link to A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE (Q3580217):
Displaying 15 items.
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- Saddlepoint approximation for the generalized inverse Gaussian Lévy process (Q2141580) (← links)
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
- Cost-efficiency in multivariate Lévy models (Q2351198) (← links)
- Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing (Q2359719) (← links)
- Multivariate time changes for Lévy asset models: characterization and calibration (Q2654202) (← links)
- Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
- A generalized variance gamma process for financial applications (Q2893076) (← links)
- A multivariate pure-jump model with multi-factorial dependence structure (Q2909513) (← links)
- Dependence calibration and portfolio fit with factor-based subordinators (Q5001188) (← links)
- Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)
- Building multivariate Sato models with linear dependence (Q5234317) (← links)
- Multivariate Lévy processes with dependent jump intensity (Q5245898) (← links)
- Introducing a family of distributions by using the class of normal mean-variance mixture (Q6537370) (← links)
- Regulating stochastic clocks§ (Q6592292) (← links)
