![Probability theory / Lévy process / Characteristic function / Normal distribution / Methods of contour integration / Fourier transform / Gamma process / Martingale / Brownian motion / Statistics / Stochastic processes / Mathematical analysis Probability theory / Lévy process / Characteristic function / Normal distribution / Methods of contour integration / Fourier transform / Gamma process / Martingale / Brownian motion / Statistics / Stochastic processes / Mathematical analysis](https://www.pdfsearch.io/img/ec1728d297dc6d7d6774334b961d7e53.jpg)
| Document Date: 2002-01-19 18:41:38 Open Document File Size: 347,28 KBShare Result on Facebook
City Newport / / Company OptionCity.net / L. LEWIS* Envision Financial Systems / / Country United States / / Currency pence / / / Facility stable Lévy / / IndustryTerm stock buyer / power-law decay / finance / financial applications / / Person Bt / Kou / Merton / / / Position rT / Black-Scholes model / model / double exponential model / jump-diffusion model / model for stocks / Merton’s jump-diffusion model / /
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