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Lévy processes in finance distinguished by their coarse and fine path properties


Reference:

Kyprianou, A. and Loeffen, R., 2005. Lévy processes in finance distinguished by their coarse and fine path properties. Chichester: Wiley, pp. 1-28.

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Details

Item Type Conference or Workshop Items (UNSPECIFIED)
CreatorsKyprianou, A.and Loeffen, R.
EditorsKyprianou, A., Schoutens, W. and Wilmott, P.
DepartmentsFaculty of Science > Mathematical Sciences
StatusPublished
ID Code24213

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