Approximating L´ evy processes by a hyperexponential jump-diffusion process with a view to option pricing John Crosby - Robert A. Brown - Document - PDFSEARCH.IO

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	Approximating L´ evy processes by a hyperexponential jump-diffusion process with a view to option pricing John Crosby Add to Reading List Document Date: 2009-11-22 13:21:30 Open Document File Size: 137,89 KB Share Result on Facebook Company Bernstein / Brownian / / Facility Imperial College / / IndustryTerm finance / / Organization Imperial College London / / Person Peter Carr / Mitya Boyarchenko / Nolwenn Le Saux / Marc Jeannin / Martijn Pistorius / Sergei Levendorskii / Dorje Brody / John Crosby / Aleksandar Mijatovi / / Technology simulation / / SocialTag Statistical mechanics Brownian motion Colloidal chemistry Fractals Robert Brown Diffusion process Statistics Stochastic processes Probability and statistics

Approximating L´ evy processes by a hyperexponential jump-diffusion process with a view to option pricing John CrosbyAdd to Reading List