11 treff

levy processes
Financial Models with Levy Processes and Volatility Clustering.
Rachev, Svetlozar T.
Bok Engelsk 2011 · Vis mer
Lévy processes and stochastic calculus
David Applebaum
Bok Engelsk 2004 · Vis mer
Lévy processes : theory and applications
Ole E. Barndorff-Nielsen, Thomas Mikosch,...
Bok Engelsk 2001 · Vis mer
Lévy processes in Lie groups
Ming Liao
Bok Engelsk 2004 · Vis mer
Quantum independent increment processes. 2. Structure of quantum Lévy processes, classical probability, and physics
Ole E. Barndorff-Nielsen ... [et al.]
Bok Engelsk 2006 · Vis mer
Mathematics of the bond market : a Lévy processes approach /
Michał Barski, Jerzy Zabczyk.
Bok Engelsk 2020 · Vis mer
Fluctuation theory for Lévy processes : Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005 /
edited by Jean Picard and Ronald A. Doney...
Bok Engelsk 2007 · Vis mer
Quantum independent increment processes. 1. From classical probability to quantum stochastic calculus
David Applebaum ... [et al.].
Bok Engelsk 2005 · Vis mer
Financial models with Lévy processes and volatility clustering
Svetlozar T. Rachev ... [et al.]
Bok Engelsk 2011 · Vis mer
Lévy processes in finance : pricing financial derivatives
Schoutens, Wim
Bok Engelsk 2003 · Vis mer
The Lévy Laplacian
M.N. Feller
Bok Engelsk 2005 · Vis mer