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Tempered stable distributions and processes · Study

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ArticleTempered stable distributions and processes

Uwe Küchler2013

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Articlebronze2013

Tempered stable distributions and processes

Uwe Küchler · Stefan Tappe

120 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Complex Systems and Time Series Analysis Probability and Risk Models

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References

2003Financial Modelling with Jump Processes 1999Option valuation using the fast Fourier transform 2002The Fine Structure of Asset Returns: An Empirical Investigation 1990The Variance Gamma (V.G.) Model for Share Market Returns 1990Hedging of contingent claims under incomplete information 1995Option pricing by Esscher transforms.2006Tempering stable processes 2001A Simple Option Formula for General Jump-Diffusion and Other Exponential Levy Processes

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2018Strong convergence of the Euler–Maruyama approximation for a class of Lévy-driven SDEs

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Year2013

Typearticle

Published2013-07-04

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations120

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spa.2013.06.012

openalex_workW2015387601

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