Pages that link to "Item:Q1011026"
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The following pages link to The calculus of variations for processes with independent increments (Q1011026):
Displaying 8 items.
- Dyson type formula for pure jump Lévy processes with some applications to finance (Q2289812) (← links)
- Perturbation analysis of Poisson processes (Q2448701) (← links)
- Variational calculus for a Lévy process based on a Lie group (Q2712726) (← links)
- Sensitivity Analysis for Time-Inhomogeneous Lévy Process: A Malliavin Calculus Approach and Numerics (Q4558889) (← links)
- Computation of Greeks in LIBOR models driven by time–inhomogeneous Lévy processes (Q4585676) (← links)
- Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model (Q4689913) (← links)
- Orthogonal intertwiners for infinite particle systems in the continuum (Q6189185) (← links)
- Pricing cumulative loss derivatives under additive models via Malliavin calculus (Q6194623) (← links)