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Estimates of Tempered Stable Densities
1 references·6 citing·18 second hop
Estimates of Tempered Stable Densities (2009)Estimates of Tempered Stable DensitiesTempering stable processes (2006)Tempering stable processesOn Multidimensional stable-driven Stochastic Differential Equations with Besov drift (2022)On Multidimensional stable-dr…Well-posedness of some non-linear stable driven SDEs (2020)Well-posedness of some non-li…A parametrix approach for some degenerate stable driven SDEs (2016)A parametrix approach for som…Exponential stock models driven by tempered stable processes (2014)Exponential stock models driv…Transition density estimates for jump Lévy processes (2011)Transition density estimates …Exact Asymptotic for Distribution Densities of Lévy Functionals (2011)Exact Asymptotic for Distribu…MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Applications of the Malliavin calculus. II (1985)Mathematical Methods for Financial Markets (2009)On weak uniqueness and distributional properties of a solution to an SDE with α -stable noise (2018)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)The Fine Structure of Asset Returns: An Empirical Investigation (2002)Stochastic Volatility for Lévy Processes (2003)Characterization of dependence of multidimensional Lévy processes using Lévy copulas (2006)Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data (2012)The Theory of Scale Functions for Spectrally Negative Lévy Processes (2012)Financial Modelling with Jump Processes (2003)Option valuation using the fast Fourier transform (1999)On the McKean‐Vlasov Limit for Interacting Diffusions (1988)Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations (2021)Well-posedness of distribution dependent SDEs with singular drifts (2021)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)Strong solutions of stochastic equations with singular time dependent drift (2004)Averaging along irregular curves and regularisation of ODEs (2016)
this work references cited by second hop

References

  • 2006Tempering stable processes545 cited

Cited by

  • 2011Transition density estimates for jump Lévy processes38 cited
  • 2016A parametrix approach for some degenerate stable driven SDEs35 cited
  • 2014Exponential stock models driven by tempered stable processes20 cited
  • 2022On Multidimensional stable-driven Stochastic Differential Equations with Besov drift19 cited
  • 2011Exact Asymptotic for Distribution Densities of Lévy Functionals19 cited
  • 2020Well-posedness of some non-linear stable driven SDEs18 cited

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