60K99 — 1 articles found.

On a model for stock price movements and the power-variance family

C. R. Math. Rep. Acad. Sci. Canada Vol. 26 (4) 2004, pp. 102–109
Vol.26 (4) 2004
Vladimir Vinogradov Details
(Received: 2003-12-10 )
(Received: 2003-12-10 )

Vladimir Vinogradov

Abstract/Résumé:

No abstract available but the full text pdf may be downloaded at the title link below.

Keywords:

AMS Subject Classification: Large deviations, Functional limit theorems; invariance principles, Jump processes, None of the above; but in this section 60F10, 60F17, 60J75, 60K99

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