Characteristic function of time-inhomogeneous Lévy-driven Ornstein-Uhlenbeck processes (Q297142): Difference between revisions

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+Laplace Transforms for Integrals of Markov Processes
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Interest rate models -- theory and practice. With smile, inflation and credit
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+Bessel Processes, the Integral of Geometric Brownian Motion, and Asian Options
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+Financial Modelling with Jump Processes
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+Path integrals for continuous-time Markov chains
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+On some exponential functionals of Brownian motion
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+Publication:297142