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Inference for Gamma and Stable Processes
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Inference for Gamma and Stable Processes (1978)Inference for Gamma and Stable ProcessesNonparametric inference for discretely sampled Lévy processes (2012)Nonparametric inference for d…Option pricing when underlying stock returns are discontinuous (1976)The Fine Structure of Asset Returns: An Empirical Investigation (2002)Financial Modelling with Jump Processes (2003)Parametric and nonparametric models and methods in financial econometrics (2008)
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  • 2012Nonparametric inference for discretely sampled Lévy processes29 cited

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