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ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES
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ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES (2003)ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCES…Chaotic and predictable representations for Lévy processes (2000)Chaotic and predictable repre…Processes of Meixner type (1999)Processes of Meixner typeOn the Azéma martingales (1989)On the Azéma martingales�tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales (1977)Anticipating Integrals for a Class of Martingales (1998)Information reduction via level crossings in a credit risk model (2007)On a Continuous-Time Game with Incomplete Information (2009)The Variance Gamma (V.G.) Model for Share Market Returns (1990)Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling (1997)Processes of normal inverse Gaussian type (1997)Static Hedging of Asian Options under Lévy Models (2005)A Generic One-Factor Lévy Model for Pricing Synthetic CDOs (2007)Levy Processes in Credit Risk (2009)Stochastic Integration and Differential Equations (1990)Backward Stochastic Differential Equations and Feynman-Kac Formula for Levy Processes, with Applications in Finance (2001)Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes (2003)White noise analysis for Lévy processes (2003)Stochastic Integration and Differential Equations (2005)
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References

  • 2000Chaotic and predictable representations for Lévy processes253 cited
  • 1999Processes of Meixner type104 cited
  • 1989On the Azéma martingales77 cited

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