Additive process
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- Continuous-Time GARCH Process Driven by Semi-Lévy Process Arxiv
- Modeling Temperature and Pricing Weather Derivatives Based on Subordinate Ornstein-Uhlenbeck Processes
- A Strategy of Maximizing Profit in the Long Run Using the Concept of Kelly’S Criterion
- On Moments of Exponential Functionals of Additive Processes Paavo Salminen, Lioudmila Vostrikova
- Theory of the Jump-Diffusion Processes
- Extremes of Markov-Additive Processes with One-Sided Jumps, with Queueing Applications
- Hitting Probabilities in a Markov Additive Process with Linear
- Option Pricing with Selfsimilar Additive Processes Mack L
- Additive Logistic Processes in Option Pricing
- Stochastic Integrals in Additive Processes and Application to Semi-Lévy Processes
- Chapter 4 Additive Functionals
- On Moments of Integral Exponential Functionals of Additive Processes
- Finitely Additive Supermartingales Are Differences of Martingales and Adaptedincreasing Processes
- Testing for the Markov Property in Time Series
- Lévy Processes in Gold Option Modeling
- Jean Jacod and Philip Protter 1. Introduction
- Multiplicative Noise.Pdf
- Optimal Portfolio Selection in an Itô–Markov Additive Market