Pages that link to "Item:Q518858"
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The following pages link to Series representations for multivariate time-changed Lévy models (Q518858):
Displaying 6 items.
- Correlating Lévy processes with self-decomposability: applications to energy markets (Q2064647) (← links)
- Option pricing in time-changed Lévy models with compound Poisson jumps (Q2326531) (← links)
- Multivariate time changes for Lévy asset models: characterization and calibration (Q2654202) (← links)
- Multivariate subordination, self-decomposability and stability (Q2726723) (← links)
- Marginal consistent dependence modelling using weak subordination for Brownian motions (Q4619532) (← links)
- Multivariate asset-pricing model based on subordinated stable processes (Q6574613) (← links)