Pages that link to "Item:Q61368"
From MaRDI portal
The following pages link to Tempered stable distributions and processes (Q61368):
Displaying 50 items.
- TempStable (Q61371) (← links)
- An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (Q75218) (← links)
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes (Q265662) (← links)
- Optimal-order bounds on the rate of convergence to normality in the multivariate delta method (Q276236) (← links)
- Numerical computation of hitting time distributions of increasing Lévy processes (Q334063) (← links)
- Tempered Hermite process (Q340791) (← links)
- pTAS distributions with application to risk management (Q347267) (← links)
- Analytic properties of Markov semigroup generated by stochastic differential equations driven by Lévy processes (Q507183) (← links)
- Tempered stable laws as random walk limits (Q552989) (← links)
- Lévy processes and Lévy white noise as tempered distributions (Q682269) (← links)
- Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise (Q728509) (← links)
- Tempering stable processes (Q885259) (← links)
- Three upsilon transforms related to tempered stable distributions (Q894510) (← links)
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
- Some further results on the tempered multistable approach (Q1627832) (← links)
- Risk parity for mixed tempered stable distributed sources of risk (Q1703562) (← links)
- Stochastic SIR Lévy jump model with heavy-tailed increments (Q2022607) (← links)
- Multivariate tempered stable random fields (Q2041743) (← links)
- Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← links)
- On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators (Q2119658) (← links)
- Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
- Estimation of tempered stable Lévy models of infinite variation (Q2152238) (← links)
- On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520) (← links)
- Subordinated compound Poisson processes of order \(k\) (Q2240072) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs (Q2274277) (← links)
- On fractional Lévy processes: tempering, sample path properties and stochastic integration (Q2302689) (← links)
- Option pricing in time-changed Lévy models with compound Poisson jumps (Q2326531) (← links)
- Rejection sampling for tempered Lévy processes (Q2329781) (← links)
- Lévy CARMA models for shocks in mortality (Q2331010) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- Monte Carlo option pricing for tempered stable (CGMY) processes (Q2461281) (← links)
- Uniform exponential dichotomy of stochastic cocycles (Q2638353) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
- Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063) (← links)
- Tempered stable Ornstein– Uhlenbeck processes: A practical view (Q2965581) (← links)
- Generalized tempered stable processes (Q3083392) (← links)
- Large deviations for a class of tempered subordinators and their inverse processes (Q3383678) (← links)
- Real-World Forward Rate Dynamics With Affine Realizations (Q3448331) (← links)
- Modelling Cell Generation Times by Using the Tempered Stable Distribution (Q3614890) (← links)
- Mixed tempered stable distribution (Q4683086) (← links)
- Conic quantization: stochastic volatility and market implied liquidity (Q4991041) (← links)
- Multi-modal tempered stable distributions and prosses with applications to finance (Q5077485) (← links)
- Fractionally integrated GARCH model with tempered stable distribution: a simulation study (Q5138749) (← links)
- Asymmetrically tempered stable distributions with applications to finance (Q5227569) (← links)
- Building multivariate Sato models with linear dependence (Q5234317) (← links)
- Approximating Multivariate Tempered Stable Processes (Q5388747) (← links)
