Auxiliary Results

Approximation of multifractional Brownian motion by absolutely continuous processes

Схоже за: Financial Risk and Volatility Modeling

Exploring frequency of price overreactions in the Ukrainian stock market

Схоже за: Financial Risk and Volatility Modeling

New copulas based on general partitions-of-unity and their applications to risk management (part II)

Схоже за: Financial Risk and Volatility Modeling

Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models

Схоже за: Financial Risk and Volatility Modeling

Generalized Peano problem with Lévy noise

Схоже за: Financial Risk and Volatility Modeling

Maximum Likelihood Estimators in a Statistical Model of Natural Catastrophe Claims with Trend

Схоже за: Financial Risk and Volatility Modeling