Pages that link to "Item:Q3435398"
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The following pages link to Continuous-time methods in the study of discretely sampled functionals of Lévy processes. I. The positive process case (Q3435398):
Displaying 3 items.
- On contingent-claim valuation in continuous-time for volatility models of Ornstein-Uhlenbeck type (Q2511180) (← links)
- Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance (Q2516384) (← links)
- On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values (Q3417914) (← links)
