Results 241 to 250 of about 7,006,649 (251)

Tempered Stable Distributions

2019
openaire   +1 more source

Tempered Stable Distributions

2015
openaire   +1 more source

Tempered Fractional Brownian and Stable Motions of Second Kind

Statistics and Probability Letters, 2018
Farzad Sabzikar, Donatas Surgailis
exaly  

Tempered Stable Lévy Motion Driven by Stable Subordinator

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

Gaussian Approximation of Multivariate Lévy Processes With Applications to Simulation of Tempered Stable Processes

Bernoulli, 2007
Jan Rosinski, Serge Cohen
exaly  

Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes

Asia-Pacific Financial Markets, 2006
Peter Tankov
exaly  

Mixed Tempered Stable Distribution

Quantitative Finance, 2015
Lorenzo Mercuri
exaly  

Fractional Brownian Motion Delayed by Tempered and Inverse Tempered Stable Subordinators

Methodology and Computing in Applied Probability, 2019
Agnieszka Wyłomańska, Arun Kumar
exaly  

On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes

Journal of Applied Probability, 2009
Shibin Zhang, Xinsheng Zhang
exaly  

Estimates of Tempered Stable Densities

Journal of Theoretical Probability, 2010
Pawel Sztonyk
exaly