A multivariate jump-driven financial asset model (Q3437395): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Stochastic Volatility for Lévy Processes
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+Liquidity and credit risk
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+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+A Theory of the Term Structure of Interest Rates
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+The Variance Gamma Process and Option Pricing
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+Option Pricing With V. G. Martingale Components<sup>1</sup>
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+Q4937701
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