Pages that link to "Item:Q2498178"
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The following pages link to A Stroock formula for a certain class of Lévy processes and applications to finance (Q2498178):
Displaying 5 items.
- Dyson type formula for pure jump Lévy processes with some applications to finance (Q2289812) (← links)
- A volatility-varying and jump-diffusion Merton type model of interest rate risk (Q2507948) (← links)
- Some Applications of Lévy Processes to Stochastic Investment Models for Actuarial Use (Q3395499) (← links)
- The explicit chaotic representation of the powers of increments of Lévy processes (Q3585333) (← links)
- Permutation invariant functionals of Lévy processes (Q5367094) (← links)