Pages that link to "Item:Q4619532"
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The following pages link to Marginal consistent dependence modelling using weak subordination for Brownian motions (Q4619532):
Displaying 10 items.
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Correlating Lévy processes with self-decomposability: applications to energy markets (Q2064647) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- Calibration for weak variance-alpha-gamma processes (Q2176361) (← links)
- Self-decomposability of weak variance generalised gamma convolutions (Q2289801) (← links)
- Necessity of weak subordination for some strongly subordinated Lévy processes (Q5014298) (← links)
- Including a Nugget Effect in Lifted Brownian Covariance Models (Q5139354) (← links)
- INFORMATION FLOW DEPENDENCE IN FINANCIAL MARKETS (Q5147994) (← links)
- Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework (Q6490771) (← links)
- The variance gamma++ process and applications to energy markets (Q6580711) (← links)
