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2. The Co-Movement and Asymmetry between Energy and Grain Prices: Evidence from the Crude Oil and Corn Markets. (2019). Chen, Zhan-Ming ; Wang, Liyuan ; Zheng, Xinye ; Zhang, Xiao-Bing.
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1. An unsupervised deep learning approach in solving partial-integro differential equations. (2020). Fu, Weilong ; Hirsa, Ali.
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2. A Levy Regime-Switching Temperature Dynamics Model for Weather Derivatives. (2018). Gyamerah, Samuel Asante ; Ikpe, Dennis ; Ngare, Philip.
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3. Unequal Returns: Using the Atkinson Index to Measure Financial Risk. (2018). Fischer, Thomas ; Lundtofte, Frederik .
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4. Evidence of infinite and finite jump processes in commodity futures prices: Crude oil and natural gas. (2018). Linn, Scott ; Guernsey, Scott B ; Cao, Wenbin.
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5. An accurate European option pricing model under Fractional Stable Process based on Feynman Path Integral. (2018). Ma, Chao ; Hou, Tiancheng ; Yao, Haixiang.
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6. Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach. (2018). Hsieh, Ming-Hua ; Chen, Yen-Chih ; Chiu, Yu-fen ; Wang, Jennifer L.
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7. Long-time trajectorial large deviations for affine stochastic volatility models and application to variance reduction for option pricing. (2018). Tankov, Peter ; Krief, David ; Grbac, Zorana.
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8. Numerical analysis on quadratic hedging strategies for normal inverse Gaussian models. (2018). Nakashima, Ryo ; Imai, Yuto ; Arai, Takuji.
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9. A Numerical Method for Pricing Discrete Double Barrier Option by Lagrange Interpolation on Jacobi Node. (2018). Milev, Mariyan ; Sobhani, Amirhossein.
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10. Multidimensional Lévy white noise in weighted Besov spaces. (2017). Fageot, Julien ; Unser, Michael ; Fallah, Alireza .
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11. Pricing foreign equity option under stochastic volatility tempered stable Lévy processes. (2017). Gong, Xiaoli ; Zhuang, Xintian.
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12. American option valuation under time changed tempered stable Lévy processes. (2017). Gong, Xiaoli ; Zhuang, Xintian.
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13. Measuring financial risk and portfolio reversion with time changed tempered stable Lévy processes. (2017). Gong, Xiaoli ; Zhuang, Xintian.
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14. Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes. (2016). Torricelli, Lorenzo.
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15. Option pricing for stochastic volatility model with infinite activity Lévy jumps. (2016). Gong, Xiaoli ; Zhuang, Xintian.
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16. Investigating the Performance of Non-Gaussian Stochastic Intensity Models in the Calibration of Credit Default Swap Spreads. (2015). Fabozzi, Frank ; Bianchi, Michele.
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17. Distribucion hiperbolica generalizada: una aplicacion en la seleccion de portafolios y en cuantificacion de medidas de riesgo de mercado. (2015). Alayon, Jose Luis .
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18. Risk adjustments of option prices under time-changed dynamics. (2014). Sloth, D. ; Nicolato, E..
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19. A Term Structure Model for VIX Futures. (2013). Huskaj, Bujar ; Nossman, Marcus .
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20. Efficient pricing of swing options in Lévy-driven models. (2013). Zanette, Antonino ; Kudryavtsev, Oleg .
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21. A generalized variance gamma process for financial applications. (2012). Marfè, Roberto.
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22. Equilibruim approach of asset pricing under Lévy process. (2012). Yang, Hailiang ; Fu, Jun.
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23. Dynamic copula models for the spark spread. (2010). Kettler, Paul ; Benth, Fred Espen.
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24. The impact of monetary policy on oil process parameters and market expectations. (2010). Askari, Hossein ; Krichene, Noureddine.
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25. Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets. (2010). Loretan, Mico ; Hjalmarsson, Erik ; Chaboud, Alain P. ; Chiquoine, Benjamin .
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26. Test of fit for a Laplace distribution against heavier tailed alternatives. (2010). Gel, Yulia R..
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27. Crude Oil Prices; Trends and Forecast. (2008). Krichene, Noureddine.
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33. Classical Method of Moments for Partially and Discretely Observed Ergodic Models. (2005). Masuda, Hiroki.
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35. Static Hedging of Standard Options. (2004). Wu, Liuren ; Carr, Peter.
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36. American options: the EPV pricing model. (2004). Boyarchenko, Svetlana ; Levendorskii, Sergei .
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37. Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes. (2004). Wu, Liuren ; Huang, Jingzhi.
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38. Valuing Bermudan options when asset returns are Levy processes. (2004). Evis Këllezi, ; Webber, Nick .
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39. A Two-State Capital Asset Pricing Model with Unobservable States. (2004). Nilsson, Birger ; Hansson, Björn.
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40. Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes. (2004). Wu, Liuren ; Huang, Jingzhi.
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41. Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility. (2003). Steel, Mark ; Griffin, James E..
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42. Power and bipower variation with stochastic volatility and jumps. (2003). Shephard, Neil ; Barndorff-Nielsen, Ole.
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44. Generalized Hyperbolic Distributions and Brazilian Data. (2003). Fajardo, José ; de Farias, Aquiles.
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45. Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?. (2002). Wu, Liuren ; Heidari, Massoud .
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46. Time-Changed Levy Processes and Option Pricing. (2002). Wu, Liuren ; Carr, Peter.
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47. Analytical Aproach to Value Options with State Variables of a Levy System. (2002). Nguyen-Thanh, Long.
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48. Origins of scaling in FX markets. (2002). Weron, Rafał ; Mercik, Szymon .
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49. Capital Accumulation under Non-Gaussian Processes and the Marshallian Law. (2001). Boyarchenko, Svetlana.
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50. Optimal Consumption and Investment with Levy Processes. (2000). Fajardo, José.
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