Small-time moment asymptotics for Lévy processes (Q958971): Difference between revisions

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+Processes of normal inverse Gaussian type
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+The Variance Gamma Process and Option Pricing
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+Variational Sums for Additive Processes
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+Limit Theorems for Variational Sums
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+Asymptotic properties of power variations of Lévy processes
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+Foundations of Modern Probability
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+A Note on Infinitely Divisible Distributions
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+Approximations of small jumps of Lévy processes with a view towards simulation
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+Estimating the Parameters of a Differential Process
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+Expansion of transition distributions of Lévy processes in small time
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+Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
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