Additive subordination and its applications in finance (Q309162)

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Additive subordination and its applications in finance
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    Statements

    title
    Additive subordination and its applications in finance (English)
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    author
    Lingfei Li
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    Rafael Mendoza-Arriaga
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    Jing Li
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    publication date
    7 September 2016
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    zbMATH Keywords
    Bochner's subordination
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    time-inhomogeneous Markov processes
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    additive processes
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    semimartingales
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    spread options
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    cites work
    Q3164471
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    Q3999269
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    Q3909512
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    Q4937701
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    Q3563492
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    Identifiers

    Mathematics Subject Classification ID
    60J25
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    60J35
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    60J60
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    60J75
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    91G20
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    91G80
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    47D06
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    47D07
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    zbMATH DE Number
    6624313
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    OpenAlex ID
    W2239185238
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