Pages that link to "Item:Q518858"

The following pages link to Series representations for multivariate time-changed Lévy models (Q518858):

Displaying 2 items.

• Correlating Lévy processes with self-decomposability: applications to energy markets (Q2064647) (← links)
• Option pricing in time-changed Lévy models with compound Poisson jumps (Q2326531) (← links)