Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure
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Published By WORLD SCIENTIFIC

9789814678582, 9789814678599

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Conditionally Brownian and Lévy Processes. Stochastic Volatility Models

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814678599_0012 ◽

2015 ◽

pp. 259-288

Keyword(s):

Stochastic Volatility ◽

Lévy Processes ◽

Levy Processes ◽

Stochastic Volatility Models ◽

Volatility Models

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Change of Measure in Option Pricing

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814678599_0011 ◽

2015 ◽

pp. 225-258

Keyword(s):

Option Pricing ◽

Change Of Measure

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Stochastic Exponential and Stochastic Logarithm. Cumulant Processes

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814678599_0004 ◽

2015 ◽

pp. 91-104

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BACK MATTER

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814678599_bmatter ◽

2015 ◽

pp. 305-326

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Change of Time in Semimartingale Models and Models Based on Brownian Motion and Lévy Processes

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814678599_0008 ◽

2015 ◽

pp. 151-162

Keyword(s):

Brownian Motion ◽

Lévy Processes ◽

Levy Processes

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Change of Measure in Models Based on Lévy Processes

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814678599_0007 ◽

2015 ◽

pp. 135-150

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Change Of Measure

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Change of Measure. General Facts

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814678599_0006 ◽

2015 ◽

pp. 121-134

Keyword(s):

Change Of Measure

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A Wider View. Ambit Processes and Fields, and Volatility/Intermittency

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814678599_0013 ◽

2015 ◽

pp. 289-303

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Martingale Measures in the Stochastic Theory of Arbitrage

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814678599_0010 ◽

2015 ◽

pp. 195-224

Keyword(s):

Stochastic Theory ◽

Martingale Measures

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Semimartingales: Basic Notions, Structures, Elements of Stochastic Analysis

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure ◽

10.1142/9789814678599_0003 ◽

2015 ◽

pp. 41-90

Keyword(s):

Stochastic Analysis

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Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of MeasureLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By WORLD SCIENTIFIC

Conditionally Brownian and Lévy Processes. Stochastic Volatility Models

Change of Measure in Option Pricing

Stochastic Exponential and Stochastic Logarithm. Cumulant Processes

BACK MATTER

Change of Time in Semimartingale Models and Models Based on Brownian Motion and Lévy Processes

Change of Measure in Models Based on Lévy Processes

Change of Measure. General Facts

A Wider View. Ambit Processes and Fields, and Volatility/Intermittency

Martingale Measures in the Stochastic Theory of Arbitrage

Semimartingales: Basic Notions, Structures, Elements of Stochastic Analysis

Advanced Series on Statistical Science & Applied Probability - Change of Time and Change of Measure
Latest Publications