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scientific article; zbMATH DE number 918811
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scientific article; zbMATH DE number 918811

    Statements

    publication date
    22 August 1996
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    zbMATH Keywords
    core theory
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    independent and stationary increments
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    Lévy processes
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    mathematical finance
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    risk estimation
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    Greenwood-Pitman approach
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    excursion theory
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    Identifiers

    Mathematics Subject Classification ID
    60-02
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    60J99
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    60G10
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    60G17
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    60J55
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    zbMATH DE Number
    918811
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