The following pages link to m-Double Poisson Lévy markets (Q5139259):
Displaying 4 items.
- A discontinuous mispricing model under asymmetric information (Q319248) (← links)
- Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
- Double Telegraph Processes and Complete Market Models (Q2875516) (← links)
- A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets (Q5493548) (← links)