Pages that link to "Item:Q3168628"
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The following pages link to Diffusion approximation of Lévy processes with a view towards finance (Q3168628):
Displaying 16 items.
- Approximating Lévy processes with completely monotone jumps (Q259581) (← links)
- Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710) (← links)
- Clustered Lévy processes and their financial applications (Q515759) (← links)
- Lévy processes in finance: A remedy to the non-stationarity of continuous martingales (Q1265771) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- A new simulation scheme of diffusion processes: Application of the Kusuoka approximation to finance problems. (Q1873069) (← links)
- Pricing approximations and error estimates for local Lévy-type models with default (Q2006127) (← links)
- Dyson type formula for pure jump Lévy processes with some applications to finance (Q2289812) (← links)
- (Q2738734) (← links)
- Generalized hyperbolic diffusion processes with applications in finance (Q2757300) (← links)
- Some Applications of Lévy Processes to Stochastic Investment Models for Actuarial Use (Q3395499) (← links)
- (Q4356149) (← links)
- (Q4486401) (← links)
- Error Bounds for Small Jumps of Lévy Processes (Q4915651) (← links)
- Point Processes and Jump Diffusions (Q4986963) (← links)
- Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus (Q5692192) (← links)
