Equivalent martingale measures for Lévy processes.
Önalan, Ömer (2008)
Acta Universitatis Apulensis. Mathematics - Informatics
Similarity:
Önalan, Ömer (2008)
Acta Universitatis Apulensis. Mathematics - Informatics
Similarity:
Ratanov, Nikita (2007)
Revista Colombiana de Matemáticas
Similarity:
Toronjadze, T. (2002)
Georgian Mathematical Journal
Similarity:
Toronjadze, T. (2001)
Georgian Mathematical Journal
Similarity:
Valuev, Andrey M. (2005)
Acta Universitatis Apulensis. Mathematics - Informatics
Similarity:
Chitashvili, R., Mania, M. (1996)
Georgian Mathematical Journal
Similarity:
Dürre, Maximilian (2006)
Electronic Journal of Probability [electronic only]
Similarity:
Basse, Andreas (2008)
Electronic Journal of Probability [electronic only]
Similarity:
Wiesław Dziubdziela (1997)
Applicationes Mathematicae
Similarity:
We present a stochastic model which yields a stationary Markov process whose invariant distribution is maximum stable with respect to the geometrically distributed sample size. In particular, we obtain the autoregressive Pareto processes and the autoregressive logistic processes introduced earlier by Yeh et al
Grigorescu, Ilie, Kang, Min (2006)
Electronic Journal of Probability [electronic only]
Similarity:
Skorokhod, A. (2001)
Georgian Mathematical Journal
Similarity:
Doisy, M. (2000)
Journal of Applied Mathematics and Decision Sciences
Similarity: