Regulating stochastic clocks§

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Tempered stable distributions and processes
A Jump-Diffusion Model for Option Pricing
On the jump activity index for semimartingales
Tempering stable processes
Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements
Towards all-order Laurent expansion of generalised hypergeometric functions about rational values of parameters
Testing for jumps in a discretely observed process
Processes that can be embedded in Brownian motion
On the functional estimation of jump-diffusion models.
An application of extreme value theory to cryptocurrencies
Integrals for continuous-time Markov chains.
On the integral of fractional Poisson processes
Discrete tempered stable distributions
Nonparametric jump variation measures from options
Modelling tail risk with tempered stable distributions: an overview
Infinitely divisible multivariate and matrix gamma distributions
Additive processes and stochastic integrals
Multivariate time changes for Lévy asset models: characterization and calibration
Time changes for Lévy processes
Multivariate subordination of Markov processes with financial applications
Expectations of functions of stochastic time with application to credit risk modeling
Integer-valued Lévy processes and low latency financial econometrics
Fractional Skellam processes with applications to finance
Volatility Jumps
TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING
Sato processes and the valuation of structured products
A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE
Computation of the incomplete gamma function ratios and their inverse
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
Unifying pricing formula for several stochastic volatility models with jumps
The Variance Gamma Process and Option Pricing
The average of a negative-binomial Lévy process and a class of Lerch distributions
The area under the infectives trajectory of the general stochastic epidemic
Stochastic Clock and Financial Markets
Stochastic modelling and analysis of degradation for highly reliable products
Average-tempered stable subordinators with applications

This page was built for publication: Regulating stochastic clocks§

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6592292)