Pages that link to "Item:Q1265771"
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The following pages link to Lévy processes in finance: A remedy to the non-stationarity of continuous martingales (Q1265771):
Displaying 6 items.
- A martingale system theorem for stock investments (Q751954) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Lévy's martingale characterization and reflection principle of \(G\)-Brownian motion (Q2325965) (← links)
- A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING (Q3523565) (← links)
- (Q4486401) (← links)
- A risk model driven by Lévy processes (Q4827960) (← links)