Jump-Diffusion Models Driven by Lévy Processes

DOI10.1007/978-3-642-17254-0_4zbMath1229.91372OpenAlexW2122402810MaRDI QIDQ3112454

José E. Figueroa-López

Publication date: 10 January 2012

Published in: Handbook of Computational Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-17254-0_4

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Financial applications of other theories (91G80) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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