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41 counterexamples to property (B) of the discrete time bomber problem
Kamihigashi, Takashi - 2016
Persistent link: https://www.econbiz.de/10011525853
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Do rare events explain CDX tranche spreads?
Seo, Sang Byung; Wachter, Jessica - 2016
Persistent link: https://www.econbiz.de/10011563045
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Nonparametric estimation of the jump component in financial time series
Yener, Serkan - 2012
Persistent link: https://www.econbiz.de/10010408673
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Change of time and change of measure
Barndorff-Nielsen, Ole E.; Širjaev, Alʹbert N. - 2010
Persistent link: https://www.econbiz.de/10009237173
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Lévy-type models for asset returns
Müller, Wolf - 2005
Persistent link: https://www.econbiz.de/10003191616
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Lévy processes in finance : pricing financial derivatives
Schoutens, Wim - 2003
Persistent link: https://www.econbiz.de/10001728004
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Lévy processes in finance : the change of measure and non-linear dependence
Wannenwetsch, Jens - 2005
Persistent link: https://www.econbiz.de/10003139205
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Exotic option pricing and advanced Lévy models
Kyprianou, Andreas E. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002759975
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Financial modelling with jump processes
Cont, Rama; Tankov, Peter - 2004
Persistent link: https://www.econbiz.de/10001790344
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Two essays on incomplete markets
Esche, Felix - 2004
Persistent link: https://www.econbiz.de/10001973372