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Stochastic Analysis and Applications Volume 32, 2014 - Issue 4
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Original Article

Risky Asset Models with Tempered Stable Fractal Activity Time

A. D. J. KerssSchool of Mathematics, Cardiff University, Wales, UK
,
N. N. LeonenkoSchool of Mathematics, Cardiff University, Wales, UKCorrespondence[email protected]
&
A. SikorskiiDepartment of Statistics and Probability, Michigan State University, East Lansing, Michigan, USA
Pages 642-663 | Received 22 Oct 2013, Accepted 04 Apr 2014, Published online: 16 Jun 2014

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F. Castelli, N. N. Leonenko & N. Shchestyuk. (2017) Student-like models for risky asset with dependence. Stochastic Analysis and Applications 35:3, pages 452-464.
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Articles from other publishers (4)

Paul R. Dewick, Shuangzhe Liu, Yonghui Liu & Tiefeng Ma. (2023) Elliptical and Skew-Elliptical Regression Models and Their Applications to Financial Data Analytics. Journal of Risk and Financial Management 16:7, pages 310.
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Nataly Shchestyuk & Serhii Tyshchenko. (2021) Monte-Carlo method for option pricing in sub-diffusive arithmetic models. Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics:2, pages 85-92.
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Imma Valentina Curato & Robert Stelzer. (2019) Weak dependence and GMM estimation of supOU and mixed moving average processes. Electronic Journal of Statistics 13:1.
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Michael GrabchakMichael Grabchak. 2016. Tempered Stable Distributions. Tempered Stable Distributions 111 112 .

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