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Additive process
A University of Sussex Phd Thesis Available Online Via Sussex
STOCHASTIC COMPARISONS and AGING PROPERTIES of an EXTENDED GAMMA PROCESS Zeina Al Masry, Sophie Mercier, Ghislain Verdier
Lecture Notes
Arbitrage Free Approximations to Candidate Volatility Surface Quotations
Portfolio Optimization and Option Pricing Under Defaultable Lévy
A Representation Free Quantum Stochastic Calculus
Normalized Random Measures Driven by Increasing Additive Processes
A Note on Chaotic and Predictable Representations for It\^ O-Markov
Financial Modeling with Volterra Processes and Applications to Options, Interest Rates and Credit Risk Sami El Rahouli
A Malliavin-Skorohod Calculus in $ L^ 0$ and $ L^ 1$ for Additive And
Markovian Building Blocks for Individual-Based Modelling
Dissertation
A First Option Calibration of the Garch Diffusion Model by a Pde Method
Program Booklet
Book of Abstracts
A General Multitype Branching Process with Age, Memory and Population Dependence Christine Jacob
Option Pricing with Selfsimilar Additive Processes
Asymptotic Equivalence for Inhomogeneous Jump Diffusion Processes and White Noise
Top View
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