Results 191 to 198 of about 6,070,112 (198)

Tempered stable Lévy motion driven by stable subordinator

Physica A: Statistical Mechanics and Its Applications, 2013
Janusz Gajda, Agnieszka Wylomanska
exaly  

Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes

Bernoulli, 2007
Jan Rosinski, Serge Cohen
exaly  

Mixed tempered stable distribution

Quantitative Finance, 2015
Lorenzo Mercuri
exaly  

Stable Lévy process delayed by tempered stable subordinator

Statistics and Probability Letters, 2019
Agnieszka Wylomanska, Arun Kumar
exaly  

Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes

Asia-Pacific Financial Markets, 2007
Peter Tankov
exaly  

Simulation of Tempered Stable Lévy Bridges and Its Applications

Operations Research, 2016
exaly  

Modelling tail risk with tempered stable distributions: an overview

Annals of Operations Research, 2019
exaly  

Tempered Stable Process

2010
exaly