Küchler, Uwe; Naumann, Eva - Sonderforschungsbereich 373, Quantifikation und … - 2003
Caverhill [5] for the Wiener process and of Eberlein, Raible [6] for Lévy processes with a restricting property to the most … general class of Lévy processes being possible within this model. As new examples compound Poisson processes and bilateral …