Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448): Difference between revisions

@@ Property / DOI @@
-.1007/s00780-013-0212-9
@@ Property / DOI: 10.1007/s00780-013-0212-9 / rank @@
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+MaRDI publication profile
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+W2052334904
@@ Property / OpenAlex ID: W2052334904 / rank @@
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@@ Property / cites work @@
+Stochastic Volatility for Lévy Processes
@@ Property / cites work: Stochastic Volatility for Lévy Processes / rank @@
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@@ Property / cites work @@
+Pricing options on realized variance
@@ Property / cites work: Pricing options on realized variance / rank @@
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@@ Property / cites work @@
+Variance swaps on time-changed Lévy processes
@@ Property / cites work: Variance swaps on time-changed Lévy processes / rank @@
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@@ Property / cites work @@
+On the Decomposition of Continuous Submartingales
@@ Property / cites work: On the Decomposition of Continuous Submartingales / rank @@
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@@ Property / cites work @@
+ON CONTINUOUS MARTINGALES
@@ Property / cites work: ON CONTINUOUS MARTINGALES / rank @@
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@@ Property / cites work @@
+On Wald's equations in continuous time
@@ Property / cites work: On Wald's equations in continuous time / rank @@
+Normal rank
@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of realized power variations and related functionals of semimartingales
+Normal rank
@@ Property / cites work @@
+Exponential families of stochastic processes
@@ Property / cites work: Exponential families of stochastic processes / rank @@
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@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
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@@ Property / DOI @@
+.1007/S00780-013-0212-9
@@ Property / DOI: 10.1007/S00780-013-0212-9 / rank @@
+Normal rank