Search Results for Lévy processes.

Financial models with Lévy processes and volatility clustering / Rachev, S. T. (Svetlozar Todorov)

Process -- 6.3.4.2.Finite Variation -- 6.4.Examples of Levy Processes -- 6.4.1.Gamma Process -- 6.4.2

.Distributions -- 13.2.5.Stochastic Processes -- 13.2.6.Levy Processes -- 13.2.7.Stochastic Differential

Series Models for Financial Data / Alexander Lindner -- 1.Introduction -- 2.Levy processes -- 3.Levy

Dimension of Empirical Data -- Ch. 4. Social Processes That Generate Fractals -- How We Do Our "To Do" Lists

-- Structures, processes, and the socialization of power : East Asian community-building and the rise of China