Search Results for Lévy processes.

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00IIE
Cover image for Financial modelling : theory, implementation and practice (with Matlab source)
Financial modelling : theory, implementation and practice (with Matlab source)
Financial modelling : theory, implementation and practice (with Matlab source)
by 
Kienitz, Joerg.
Format: 
Books
Publication Date 
2012
Excerpt: 
.Distributions -- 13.2.5.Stochastic Processes -- 13.2.6.Levy Processes -- 13.2.7.Stochastic Differential
Available: Copies:
Cover image for Time series analysis : methods and applications
Time series analysis : methods and applications
Time series analysis : methods and applications
by 
Subba Rao, T.
Format: 
Books
Publication Date 
2012
Excerpt: 
Series Models for Financial Data / Alexander Lindner -- 1.Introduction -- 2.Levy processes -- 3.Levy
Available: Copies:
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