Estimation of the Activity of Jumps for Time-changed Levy Processes

Estimation of the Activity of Jumps for Time-changed Levy Processes
Author: Vladimir Panov
Publisher:
Total Pages: 26
Release: 2012
Genre:
ISBN:


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Estimation of the Activity of Jumps for Time-changed Levy Processes
Language: en
Pages: 26
Authors: Vladimir Panov
Categories:
Type: BOOK - Published: 2012 - Publisher:

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Lévy Matters IV
Language: en
Pages: 303
Authors: Denis Belomestny
Categories: Mathematics
Type: BOOK - Published: 2014-12-05 - Publisher: Springer

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The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statist
Handbooks in Operations Research and Management Science: Financial Engineering
Language: en
Pages: 1026
Authors: John R. Birge
Categories: Business & Economics
Type: BOOK - Published: 2007-11-16 - Publisher: Elsevier

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The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisc
Financial Modelling with Jump Processes
Language: en
Pages: 552
Authors: Peter Tankov
Categories: Business & Economics
Type: BOOK - Published: 2003-12-30 - Publisher: CRC Press

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WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk m
Fluctuations of Lévy Processes with Applications
Language: en
Pages: 461
Authors: Andreas E. Kyprianou
Categories: Mathematics
Type: BOOK - Published: 2014-01-09 - Publisher: Springer Science & Business Media

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Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory