Pages that link to "Item:Q2498178"

The following pages link to A Stroock formula for a certain class of Lévy processes and applications to finance (Q2498178):

Displaying 3 items.

• A volatility-varying and jump-diffusion Merton type model of interest rate risk (Q2507948) (← links)
• The explicit chaotic representation of the powers of increments of Lévy processes (Q3585333) (← links)
• Permutation invariant functionals of Lévy processes (Q5367094) (← links)