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On the existence of extremal stationary distribution of Markov processes
Heikkilä, Seppo; Salonen, Hannu - 1996
Persistent link: https://www.econbiz.de/10000946771
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Quasi indirect inference for diffusion processes
Broze, Laurence - 1995
Persistent link: https://www.econbiz.de/10000908427
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Quasi indirect inference for diffusion processes
Broze, Laurence; Scaillet, Olivier; Zakoïan, Jean-Michel - 1994
Persistent link: https://www.econbiz.de/10000908837
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The impacts of kurtosis on risk stationarity : some empirical evidence
Lee, Cheng F. - In: The financial review : the official publication of the … 20 (1985) 4, pp. 263-269
Persistent link: https://www.econbiz.de/10001014875
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A one-factor volatility smile model with closed-form solutions for European options
Li, Anlong - In: European financial management : the journal of the … 5 (1999) 2, pp. 203-222
Persistent link: https://www.econbiz.de/10001415279
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On rational bubbles and fat tails
Lux, Thomas; Sornette, Didier - 1999
Persistent link: https://www.econbiz.de/10001454330
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Stochastic Taylor expansions and saddlepoint approximations for risk management
Studer, Michael (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001674056
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The generalized hyperbolic model : financial derivatives and risk measures
Eberlein, Ernst; Prause, Karsten - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 245-267). 2002
Persistent link: https://www.econbiz.de/10001679450
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Physics of personal income
Sōma, Wataru - In: Empirical science of financial fluctuations : the …, (pp. 343-352). 2002
Persistent link: https://www.econbiz.de/10001679493
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Selected infinitely divisible distributions as models for financial return data - unconditional fit and option pricing
Fischer, Matthias - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001679700