scientific article; zbMATH DE number 5565446
From MaRDI portal
Publication:3633075
zbMATH Open1170.91391MaRDI QIDQ3633075FDOQ3633075
Authors:
Publication date: 16 June 2009
Full work available at URL: http://ajmaa.org/cgi-bin/paper.pl?string=v4n2/V4I2P13.tex
Title of this publication is not available (Why is that?)
Recommendations
- FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS
- scientific article; zbMATH DE number 1639858
- Lévy-Ito models in finance
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation
- scientific article; zbMATH DE number 1775715
- Leveraged Lévy processes as models for stock prices
- Simulation of Lévy-driven models and their applications in finance
- scientific article; zbMATH DE number 1466110
- Simulation of Lévy-driven models and its application in finance
- Integer-valued Lévy processes and low latency financial econometrics
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Sums of independent random variables; random walks (60G50)
Cited In (5)
- Tsallis statistics and gradually truncated Lévy flight - distribution of an economical index
- FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS
- Levy models and long correlations applied to the study of exchange traded funds
- Truncated Lévy walks and an emerging market economic index
- Title not available (Why is that?)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3633075)
