Time Changes for Lévy Processes
Author:
Affiliation:
1. Université Paris IX Dauphine and ESSEC,
2. University of Maryland,
3. Université Paris VI–Laboratoire de Probabilités
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/1467-9965.00108
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