Financial Modelling with Jump Processes - Chapman & Hall/CRC Financial Mathematics Series
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TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Chapman And Hall/CRC

9781584884132, 9780203485217

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Time inhomogeneous jump pro cesses

Financial Modelling with Jump Processes - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9780203485217.sec4 ◽

2003 ◽

Cited By ~ 2

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Measure transformations for L¬¥evy processes

Financial Modelling with Jump Processes - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9780203485217.ch9 ◽

2003 ◽

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Modelling financial time series with L¬¥evy processes

Financial Modelling with Jump Processes - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9780203485217.ch7 ◽

2003 ◽

Cited By ~ 51

Keyword(s):

Time Series ◽

Financial Time Series ◽

Financial Time

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Multidimensional models with jumps

Financial Modelling with Jump Processes - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9780203485217.ch5 ◽

2003 ◽

Cited By ~ 1

Keyword(s):

Multidimensional Models

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Financial modelling beyond Brownian motion

Financial Modelling with Jump Processes - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9780203485217.ch1 ◽

2003 ◽

Keyword(s):

Brownian Motion ◽

Financial Modelling

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Modified Bessel functions

Financial Modelling with Jump Processes - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9780203485217.axa ◽

2003 ◽

Cited By ~ 31

Keyword(s):

Bessel Functions ◽

Modified Bessel Functions

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Financial Modelling with Jump Processes - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9780203485217.fmatt ◽

2003 ◽

Cited By ~ 31

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Inverse problems and model calibration

Financial Modelling with Jump Processes - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9780203485217.ch13 ◽

2003 ◽

Keyword(s):

Inverse Problems ◽

Model Calibration

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Risk-neutral modelling with exponential L¬¥evy processes

Financial Modelling with Jump Processes - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9780203485217.ch11 ◽

2003 ◽

Keyword(s):

Risk Neutral

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References

Financial Modelling with Jump Processes - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9780203485217.bmatt ◽

2003 ◽

Cited By ~ 31

Download Full-text

Financial Modelling with Jump Processes - Chapman & Hall/CRC Financial Mathematics Series
Latest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Chapman And Hall/CRC

Time inhomogeneous jump pro cesses

Measure transformations for L¬¥evy processes

Modelling financial time series with L¬¥evy processes

Multidimensional models with jumps

Financial modelling beyond Brownian motion

Modified Bessel functions

Contents

Inverse problems and model calibration

Risk-neutral modelling with exponential L¬¥evy processes

References

Export Citation Format

Financial Modelling with Jump Processes - Chapman & Hall/CRC Financial Mathematics SeriesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Chapman And Hall/CRC

Time inhomogeneous jump pro cesses

Measure transformations for L¬¥evy processes

Modelling financial time series with L¬¥evy processes

Multidimensional models with jumps

Financial modelling beyond Brownian motion

Modified Bessel functions

Contents

Inverse problems and model calibration

Risk-neutral modelling with exponential L¬¥evy processes

References

Financial Modelling with Jump Processes - Chapman & Hall/CRC Financial Mathematics Series
Latest Publications