Characteristic function of time-inhomogeneous Lévy-driven Ornstein–Uhlenbeck processes

Author:

Vrins Frédéric

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference11 articles.

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2. Non-Gaussian Ornstein–Uhlenbeck-based models and some of their uses in financial economics;Barndorff-Nielsen;J. R. Stat. Assoc.,2001

3. Bielecki, T., Jeanblanc, M., Rutkowski, M., 2011. Credit risk modeling. Technical Report, Osaka (Japan).

4. Interest Rate Models—Theory and Practice;Brigo,2006

5. Bessel processes, the integral of geometric Brownian motion and Asian options;Carr;Theory Probab. Appl.,2004

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3. Pricing Israeli Option with Time-changed Compensation by an FFT-Based High-order Multinomial Tree in Lévy Markets;Computational Intelligence and Neuroscience;2022-06-29

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