Browsing by Subject Lévy processes
Showing results 1 to 4 of 4
Issue Date | Title | Author(s) |
---|---|---|
2012 | General theory of geometric Lévy models for dynamic asset pricing | Brody, DC; Hughston, LP; Mackie, E |
22-Aug-2017 | Hausdorff Dimension of the Range and the Graph of Stable-Like Processes | Yang, X |
1-Dec-2019 | On the Favorite Points of Symmetric Lévy Processes | Li, B; Xiao, Y; Yang, X |
2015 | Stable-1/2 bridges and insurance | Hoyle, E; Hughston, LP; Macrina, A |