Pages that link to "Item:Q4560337"
From MaRDI portal
The following pages link to Asymptotics for $$d$$ -Dimensional Lévy-Type Processes (Q4560337):
Displaying 4 items.
- Asymptotic expansions for Markov processes with Lévy generators (Q750015) (← links)
- Pricing approximations and error estimates for local Lévy-type models with default (Q2006127) (← links)
- Asymptotic behaviour of the distribution density of some Lévy functionals in \(\mathbb R^n\) (Q2896754) (← links)
- Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations and Implied Sharpe Ratio (Q3188150) (← links)
