Browsing by Subject Lévy processes
Showing results 1 to 13 of 13
Issue Date | Title | Author(s) |
2017 | Choosing tuning instruments for generalized Rubin-Tucker Lévy measure estimators | Sant, Lino; Caruana, Mark Anthony |
2011 | Empirical likelihood estimation of levy processes | Taylor-East, Andrea (2011) |
2015 | Estimation of Lévy processes through stochastic programming | Sant, Lino; Caruana, Mark Anthony |
2017 | Estimation of Lévy processes via stochastic programming and Kalman filtering | Caruana, Mark Anthony |
2015 | Incorporating the stochastic process setup in parameter estimation | Sant, Lino; Caruana, Mark Anthony |
2018 | Modelling financial data through Lévy processes | De Catalina Flores, Victoria (2018) |
2018 | Modelling financial data through Lévy processes | De Catalina Flores, Victoria (2018) |
2019 | Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation | Caruana, Mark Anthony |
2013 | Option pricing in a lévy framework using the fourier transform | Pace, Daniel (2013) |
2017 | Parameter estimation of Lévy processes | Caruana, Mark Anthony |
2015 | Parameter estimation of Lévy processes | Vassallo, Annabelle (2015) |
2012 | Products of characteristic functions in Lévy processes parameter estimation | Sant, Lino; Caruana, Mark Anthony |
2021 | Quantization of transformed Lévy measures | Caruana, Mark Anthony |