Affiliation:
1. Dr Laura Ballotta and Dr Ioannis Kyriakou are at Cass Business School; City University London; London UK
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference29 articles.
1. Abramowitz , M. Stegun , I. A. 1968 Handbook of mathematical functions with formulas, graphs and mathematical tables
2. Approximation of small jumps of Lévy processes with a view towards simulation;Asmussen;Journal of Applied Probability,2001
3. Tempered stable Lévy motion and transient super-diffusion;Baeumer;Journal of Computational and Applied Mathematics,2010
4. Ballotta , L. Bonfiglioli , E. 2014 Multivariate asset models using Lévy processes and applications
5. Borovkova , S. Permana , F.J. 2010 Asian basket options and implied correlations in energy markets
Cited by
37 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