Approximations for the distributions of bounded variation Lévy processes (Q613155): Difference between revisions

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+https://doi.org/10.1016/j.spl.2010.07.019
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+W2054526198
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+Probability measures, Lévy measures and analyticity in time
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+Q4431597
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+OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
@@ Property / cites work: OPTION PRICING FOR TRUNCATED LÉVY PROCESSES / rank @@
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+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
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+Q4524816
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+Small-time expansions for the transition distributions of Lévy processes
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+FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS
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+Tempering stable processes
@@ Property / cites work: Tempering stable processes / rank @@
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+Q4937701
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+Fitting the variance-gamma model to financial data
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+Q2767616
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