The following pages link to Lévy-Ito models in finance (Q2039766):
Displaying 9 items.
- Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
- Lévy random bridges and the modelling of financial information (Q544493) (← links)
- Modeling and complexity of stochastic interacting Lévy type financial price dynamics (Q2150375) (← links)
- (Q2738734) (← links)
- (Q3078233) (← links)
- Jump-Diffusion Models Driven by Lévy Processes (Q3112454) (← links)
- (Q3633075) (← links)
- Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes (Q6202389) (← links)
- Information-based trading (Q6644187) (← links)