SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Levy Processes—From Probability to Finance and Quantum Groups
3 references·4 citing·26 second hop
Levy Processes—From Probability to Finance and Quantum Groups (2004)Levy Processes—From Probability to Financ…Lévy Processes and Stochastic Calculus (2004)Lévy Processes and Stochastic…Lévy processes in finance pricing financial derivatives (2003)Lévy processes in finance pri…Financial Modelling with Jump Processes (2003)Financial Modelling with Jump…An analytical review of volatility metrics for bubbles and crashes (2014)An analytical review of volat…Multivariate downside risk: Normal versus Variance Gamma (2011)Multivariate downside risk: N…Social media and social reality (2010)Social media and social reali…Fractal Time Series—A Tutorial Review (2009)Fractal Time Series—A Tutoria…Fractional Brownian Motions, Fractional Noises and Applications (1968)Geostatistics: Modeling Spatial Uncertainty (2000)A Process Deviation Analysis – A Case Study (2012)Introduction to Stochastic Processes (2014)The magical number seven, plus or minus two: Some limits on our capacity for processing information. (1956)Judgment under Uncertainty (1982)Judgment under uncertainty: Causality and attribution (1982)Planning Connected: Using Online Social Networks to Improve Knowledge about Places and Communities (2011)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Towards a More Stable and Sustainable Financial Architecture – A Discussion and Application of the Quantity Theory of Credit (2013)Asset price bubbles and economic welfare (2016)Dynamic interlinkages between cryptocurrencies, NFTs, and DeFis and optimal portfolio investment strategies (2023)Option valuation using the fast Fourier transform (1999)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Pricing and Hedging of Derivatives in Contagious Markets (2014)The Relative Contribution of Jumps to Total Price Variance (2005)A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions (2008)What's Vol Got to Do with It (2010)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)The Theory of Scale Functions for Spectrally Negative Lévy Processes (2012)Fluctuations of Lévy Processes with Applications (2014)A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (2005)The application of continuous-time random walks in finance and economics (2005)Pricing early-exercise and discrete barrier options by fourier-cosine series expansions (2009)
this work references cited by second hop

References

  • 2003Financial Modelling with Jump Processes3,217 cited
  • 2004Lévy Processes and Stochastic Calculus2,040 cited
  • 2003Lévy processes in finance pricing financial derivatives807 cited

Cited by

  • 2009Fractal Time Series—A Tutorial Review231 cited
  • 2014An analytical review of volatility metrics for bubbles and crashes38 cited
  • 2011Multivariate downside risk: Normal versus Variance Gamma30 cited
  • 2010Social media and social reality15 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work