zbMath1183.91195MaRDI QIDQ3181836
Daniel Neuenschwander
Publication date: 12 October 2009
zbMATH Keywords
Heisenberg groupLévy processcompound Poisson processrandom payment
Mathematics Subject Classification ID
Processes with independent increments; Lévy processes (60G51) Financial applications of other theories (91G80) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
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