Additive subordination and its applications in finance
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semimartingalesadditive processesBochner's subordinationspread optionstime-inhomogeneous Markov processes
Derivative securities (option pricing, hedging, etc.) (91G20) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35) Financial applications of other theories (91G80) One-parameter semigroups and linear evolution equations (47D06)
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