Author:
Fotopoulos Stergios B.,Jandhyala Venkata K.,Luo Yuxing
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference24 articles.
1. Akahori, J. (1995). Some formulae for a new type of path-dependent option. Ann. Appl. Probab., 5, 383–388.
2. Barndorff-Nielsen, O.E., Mikosch, T. and Resnick, S. I. (2001). Lévy processes: theory and applications. Birkhäuser, New York.
3. Baurdoux, E. and van Schaik, K. (2012) Predicting the time at which a Lévy process attains its supremum. Acta Applicandae Mathematicae (in press). arXiv: 1207.476 .
4. Bertoin, J. (1996). Lévy processes. Cambridge University Press, Cambridge.
5. Bondesson, L. (1992). Generalized gamma convolutions and related classes of distributions and densities, lectures notes in statistics. Springer-Verlag, New York.
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献