✦ LIBER ✦

Financial Modelling with Jump Processes

✍ Scribed by René L. Schilling

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Financial Modelling With Jump Processes

✍ Bingham, N. H 📂 Article 📅 2006 🏛 American Statistical Association 🌐 English ⚖ 134 KB

Jump-diffusion models with constant para

✍ Daniel Synowiec 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 478 KB

Financial Modelling with Jump Processesb

✍ Review by: N. H. Bingham 📂 Article 📅 2006 🏛 American Statistical Association 🌐 English ⚖ 478 KB

Pure jump Lévy processes for asset price

✍ Hélyette Geman 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 268 KB

A multivariate jump-driven financial ass

✍ Luciano, Elisa; Schoutens, Wim 📂 Article 📅 2006 🏛 Taylor and Francis Group 🌐 English ⚖ 747 KB

Extremal Processes with One Jump

✍ A.A. Balkema; E.I. Pancheva 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 158 KB