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

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+Stochastic Volatility for Lévy Processes
@@ Property / cites work: Stochastic Volatility for Lévy Processes / rank @@
+Normal rank
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+Pricing options on realized variance
@@ Property / cites work: Pricing options on realized variance / rank @@
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+Variance swaps on time-changed Lévy processes
@@ Property / cites work: Variance swaps on time-changed Lévy processes / rank @@
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+On the Decomposition of Continuous Submartingales
@@ Property / cites work: On the Decomposition of Continuous Submartingales / rank @@
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+ON CONTINUOUS MARTINGALES
@@ Property / cites work: ON CONTINUOUS MARTINGALES / rank @@
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+On Wald's equations in continuous time
@@ Property / cites work: On Wald's equations in continuous time / rank @@
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+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
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+Asymptotic properties of realized power variations and related functionals of semimartingales
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+Exponential families of stochastic processes
@@ Property / cites work: Exponential families of stochastic processes / rank @@
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+Q4435813
@@ Property / cites work: Q4435813 / rank @@
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