60G17 — 1 articles found.

On a class of Levy processes used to model stock price movements with possible downward jumps

C. R. Math. Rep. Acad. Sci. Canada Vol. 24 (4) 2002, pp. 152–159
Vol.24 (4) 2002
V. Vinogradov Details
(Received: 2002-06-04 )
(Received: 2002-06-04 )

V. Vinogradov

Abstract/Résumé:

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Keywords:

AMS Subject Classification: Large deviations, Sample path properties, Jump processes, Applications (reliability; demand theory; etc.) 60F10, 60G17, 60J75, 60K10

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